A ratio ergodic theorem for increasing additive functionals (Q1065465)
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English | A ratio ergodic theorem for increasing additive functionals |
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A ratio ergodic theorem for increasing additive functionals (English)
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1986
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Let B be a one-dimensional Brownian motion. In this paper ratios of the form \(A^+(t)/A^-(t)\), where \(A^+\) is the (0,\(\infty)\)-occupation time functional of B and \(A^-\) is a local time integral of an infinite (but locally finite) measure m with support in (-\(\infty,0]\), are studied. Conditions on m are given which ensure that such a ratio will be unbounded a.s. (or go to zero a.s.) as \(t\to \infty\).
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local time
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ratio ergodic theorem
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additive functionals
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