Exact rates of convergence to Brownian local time (Q1345601)

From MaRDI portal
Revision as of 13:47, 31 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
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
    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

    Identifiers