{
  "id": "1611.00493",
  "version": "v1",
  "published": "2016-11-02T07:46:35.000Z",
  "updated": "2016-11-02T07:46:35.000Z",
  "title": "First-passage times for random walks with non-identically distributed increments",
  "authors": [
    "Denis Denisov",
    "Alexander Sakhanenko",
    "Vitali Wachtel"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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, as $n\\to\\infty$, towards the Brownian meander.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-11-02T07:46:35.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G50"
    ],
    "keywords": [
      "first-passage times",
      "non-identically distributed increments",
      "well-known lindeberg condition",
      "asymptotic behaviour",
      "properly rescaled random walk"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}