First-Passage Times for Random Walks in the Triangular Array Setting

@article{Denisov2021FirstPassageTF,
title={First-Passage Times for Random Walks in the Triangular Array Setting},
author={Denis Denisov and Alexander I. Sakhanenko and Vitali Wachtel},
journal={A Lifetime of Excursions Through Random Walks and L{\'e}vy Processes},
year={2021}
}

A Lifetime of Excursions Through Random Walks and Lévy Processes

In this paper we continue our study of exit times for random walks with independent but not necessarily identical distributed increments. Our paper "First-passage times for random walks with non-identically distributed increments" was devoted to the case when the random walk is constructed by a fixed sequence of independent random variables which satisfies the classical Lindeberg condition. Now we consider a more general situation when we have a triangular array of independent random variables… Expand

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… Expand

Let X1, . . . , Xn be non-degenerate centred independent random variables (r.v.’s) that possess finite third absolute moments β1, . . . , βn. Denote their variances by σ 2 1 , . . . , σ 2 n and let… Expand