Domains of Attraction of First Passage Times
Root, D. H.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 681-682 / Harvested from Project Euclid
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It is well known that the first passage times for Brownian motion have stable laws with exponent $\frac{1}{2}$. It is shown here that first passage times for random walks have distributions in the domain of attraction of a stable law with exponent $\frac{1}{2}$.
Publié le : 1972-04-14
Classification:  
@article{1177692654,
     author = {Root, D. H.},
     title = {Domains of Attraction of First Passage Times},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 681-682},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692654}
}

Root, D. H. Domains of Attraction of First Passage Times. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  681-682. http://gdmltest.u-ga.fr/item/1177692654/