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Городской семинар по теории вероятностей и математической статистике
17 декабря 2021 г. 18:00–20:00, г. Санкт-Петербург, ПОМИ, ауд. 311 (наб. р. Фонтанки, 27)
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First-passage times for random walks with nonidentically distributed
increments
В. И. Вахтель |
Количество просмотров: |
Эта страница: | 198 |
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Аннотация:
We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the
well-known Lindeberg condition, we investigate the asymptotic behaviour of
first-passage times over moving boundaries. Furthermore, we prove that a
properly
rescaled random walk conditioned to stay above the boundary up to time $n$
converges towards the Brownian meander.
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