Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions (Q761692): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
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)
0 references
1984
0 references
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.
0 references
central limit theorem
0 references
Lévy processes
0 references
Lévy's downcrossing theorem
0 references
functional limit theorem
0 references
occupation-times
0 references