Abstract
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 $\frac{1}{2}$.
Citation
D. H. Root. "Domains of Attraction of First Passage Times." Ann. Math. Statist. 43 (2) 681 - 682, April, 1972. https://doi.org/10.1214/aoms/1177692654
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