Strong laws and limit theorems for local time of Markov processes (Q1122230)
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scientific article; zbMATH DE number 4105993
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| English | Strong laws and limit theorems for local time of Markov processes |
scientific article; zbMATH DE number 4105993 |
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Strong laws and limit theorems for local time of Markov processes (English)
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1990
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The local time of a Markov process can be constructed from the length of small excursions. We obtain the exact almost sure rate of this construction. We also prove a functional limit theorem for the difference between the length of small excursions and the local time at zero.
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local time
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small excursions
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functional limit theorem
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local time at zero
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0.8184797167778015
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0.7617695927619934
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0.755070686340332
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