Strong approximation of additive functionals

DOI10.1007/BF01058725zbMath0762.60024OpenAlexW2085150022MaRDI QIDQ1200245

Antónia Földes, Endre Csáki, Miklós Csörgő, Pál Révész

Publication date: 17 January 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01058725

zbMATH Keywords

weak convergenceWiener processstrong approximationalmost surely properties

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Local time and additive functionals (60J55)

Related Items

On almost sure local and global central limit theorems ⋮ Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion ⋮ On the logarithmic average of additive functionals ⋮ Some results for two-dimensional random walk. II: Additive functionals ⋮ On additive functionals of Markov chains ⋮ Global Strassen-type theorems for iterated Brownian motions ⋮ A Law of the Iterated Logarithm for Some Additive Functionals of Symmetric Stable Process Via the Strong Approximation ⋮ On the logarithmic average of iterated processes ⋮ The local time of iterated Brownian motion ⋮ Potential kernel, hitting probabilities and distributional asymptotics ⋮ Limit theorems for local and occupation times of random walks and Brownian motion on a spider ⋮ We like to walk on the comb ⋮ Singularly perturbed Markov chains: limit results and applications ⋮ On the local time of random walk on the 2-dimensional comb ⋮ Occupation time problems for fractional Brownian motion and some other self-similar processes ⋮ THE SUM OF THE RECIPROCAL OF THE RANDOM WALK ⋮ On the occupation time of an iterated process having no local time ⋮ Isomorphism theorems for Markov chains. ⋮ Strassen theorems for a class of iterated processes

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