On best possible approximations of local time (Q582707)
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scientific article; zbMATH DE number 4131391
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| English | On best possible approximations of local time |
scientific article; zbMATH DE number 4131391 |
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On best possible approximations of local time (English)
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1989
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The authors prove that the speed of convergence of local times \(\xi\) (x,n) of a Bernoulli random walk to that of a Wiener process L(x,n) can be estimated in the uniform metric (over all integers x) by \(o(n^{1/4}(\log \log n)^{3/4})\).
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speed of convergence
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local times
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0.8474112749099731
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0.8338546752929688
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