A limit theorem for slowly increasing occupation times

DOI10.1214/aop/1176993780zbMath0492.60077OpenAlexW2069382275MaRDI QIDQ1167996

Yuji Kasahara

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993780

zbMATH Keywords

local timeCauchy processoccupation times

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (6)

A limit theorem for occupation times of fractional Brownian motion ⋮ A scaling analysis of a cat and mouse Markov chain ⋮ Second-order limit laws for occupation times of fractional Brownian motion ⋮ Mean occupation times of continuous one-dimensional Markov processes ⋮ Local asymptotic normality and mixed normality for Markov statistical models ⋮ Nonparametric estimation in null recurrent time series.

This page was built for publication: A limit theorem for slowly increasing occupation times