Random walks with square-root boundaries: the case of exact boundaries $g(t)=c\sqrt{t+b}-a$

Denis Denisov, Alexander Sakhanenko, Sara Terveer +1

Let $S(n)$ be a real valued random walk with i.i.d. increments which have zero mean and finite variance. We are interested in the asymptotic properties of the stopping time $T(g):=…