A note on the weak invariance principle for local times
From MaRDI portal
Publication:1359778
DOI10.1016/S0167-7152(96)00067-3zbMath0882.60027MaRDI QIDQ1359778
Publication date: 12 March 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
60F17: Functional limit theorems; invariance principles
Cites Work
- Unnamed Item
- Unnamed Item
- Asymptotic behavior of the local time of a recurrent random walk
- Large deviations for the maximum local time of stable Lévy processes
- Self-intersection gauge for random walks and for Brownian motion
- Regularized self-intersection local times of planar Brownian motion
- Necessary and sufficient conditions for the continuity of local time of Lévy processes
- A global intrinsic characterization of Brownian local time
- Local times for a class of Markoff processes
- A property of Brownian motion paths
- Random walks and intersection local time
- The Asymptotic Behavior of Local Times of Recurrent Random Walks with Infinite Variance
- Weak invariance principles for local time
- On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance