Invariance principles for the first passage times of perturbed random walks

Lars Larsson-Cohn

Statistics & Probability Letters, 2000, vol. 48, issue 4, 347-351

Abstract: We prove invariance principles for the first passage time process of a perturbed random walk in one or two dimensions. More precisely, weak convergence to Brownian motion with respect to Skorohod's J1-topology is proved under suitable conditions on the perturbations.

Keywords: Perturbed; random; walk; Renewal; theory; Weak; convergence; Brownian; motion; Skorohod; topologies (search for similar items in EconPapers)
Date: 2000
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