Weight functions and pathwise local central limit theorems (Q1904538): Difference between revisions
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Latest revision as of 08:52, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weight functions and pathwise local central limit theorems |
scientific article |
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Weight functions and pathwise local central limit theorems (English)
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2 January 1996
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The paper deals with weak convergence (and its rate of convergence) in weighted almost sure CLT for random walks. The authors prove their results via stochastic calculus and strong approximations. In particular the process of local times of the standard Ornstein-Uhlenbeck process is used.
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random walks
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logarithmic averages
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local times
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Ornstein-Uhlenbeck process
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