Invariance principles for the first passage times of perturbed random walks

DOI10.1016/S0167-7152(00)00015-8zbMath0960.60033OpenAlexW2043652956MaRDI QIDQ1573261

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

zbMATH Keywords

weak convergenceBrownian motionrenewal theorySkorokhod topologies

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cites Work

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• Stopped two-dimensional perturbed random walks and Lévy processes
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• First passage times for perturbed random walks
• Weak convergence of probability measures and random functions in the function space D[0,∞)