A ratio ergodic theorem for increasing additive functionals (Q1065465)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A ratio ergodic theorem for increasing additive functionals
scientific article

    Statements

    A ratio ergodic theorem for increasing additive functionals (English)
    0 references
    0 references
    1986
    0 references
    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 \(t\to \infty\).
    0 references
    local time
    0 references
    ratio ergodic theorem
    0 references
    additive functionals
    0 references

    Identifiers