Two comparison theorems for nonlinear first passage times and their linear counterparts (Q5956485)
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scientific article; zbMATH DE number 1709408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two comparison theorems for nonlinear first passage times and their linear counterparts |
scientific article; zbMATH DE number 1709408 |
Statements
Two comparison theorems for nonlinear first passage times and their linear counterparts (English)
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27 October 2002
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The difference between the first passage times of a perturbed random walk and the nonperturbed counterpart is investigated. The first result asserts that the difference converges weakly without normalization. In the second one it is shown that if the perturbation has a certain smallness asymptotically, then so does the difference.
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first passage times
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perturbed random walk
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