Invariance principles for the first passage times of perturbed random walks

DOI10.1016/S0167-7152(00)00015-8zbMATH Open0960.60033OpenAlexW2043652956MaRDI QIDQ1573261FDOQ1573261

Authors: Lars Larsson-Cohn 

Publication date: 10 August 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00015-8

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zbMATH Keywords

weak convergenceBrownian motionrenewal theorySkorokhod topologies

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cites Work

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• Weak convergence of probability measures and random functions in the function space D[0,∞)
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• A nonlinear renewal theory with applications to sequential analysis. I
• A nonlinear renewal theory with applications to sequential analysis II
• First passage times for perturbed random walks
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• On the asymptotic distribution of the sum of a random number of independent random variables
• Stopped two-dimensional perturbed random walks and Lévy processes

Cited In (3)

• Transformations of the simplest nonsymmetric random walks and some applications of the invariance principle
• The first order correction to harmonic measure for random walks of rotationally invariant step distribution
• First passage times for perturbed random walks

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