Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions (Q761692): Difference between revisions
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Revision as of 02:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions |
scientific article |
Statements
Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions (English)
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1984
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A central limit theorem for a certain class of time-changed Lévy processes is proved. As an application the fluctuation appearing in the Lévy's downcrossing theorem for Brownian motion is discussed. A functional limit theorem for occupation-times of Markov chains is also discussed.
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central limit theorem
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Lévy processes
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Lévy's downcrossing theorem
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functional limit theorem
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occupation-times
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