Exact rates of convergence to Brownian local time (Q1345601): 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 03:01, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exact rates of convergence to Brownian local time |
scientific article |
Statements
Exact rates of convergence to Brownian local time (English)
0 references
15 August 1995
0 references
This paper provides a collection of uniform approximation results for the local times of one-dimensional Brownian motion. These approximations involve Paul Lévy's occupation time, the downcrossing theorem, or an expression obtained by counting some excursions of the process. In most cases, getting lower bounds is more difficult than getting upper ones. Some local approximation results are also given.
0 references
local times
0 references
excursion theory
0 references
uniform large deviations
0 references
Brownian motion
0 references
occupation time
0 references
downcrossing theorem
0 references