Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
From MaRDI portal
Publication:1002532
Abstract: Invariance principles are obtained for a Markov process on a half-line with continuous paths on the interior. The domains of attraction of the two different types of self-similar processes are investigated. Our approach is to establish convergence of excursion point processes, which is based on It^{o}'s excursion theory and a recent result on convergence of excursion measures by Fitzsimmons and the present author.
Recommendations
- Functional limit theorems for processes pieced together from excursions
- scientific article; zbMATH DE number 3940329
- Itô excursion theory for self-similar Markov processes
- An invariance principle for additive functionals of semi-Markov processes
- Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
Cites work
- A conditional limit theorem for generalized diffusion processes
- A martingale approach to the Poisson convergence of simple point processes
- Brownian motions on a half line
- Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes
- Excursion measure away from an exit boundary of one-dimensional diffusion processes
- Functional limit theorems for dependent variables
- Functional limit theorems for weighted sums of i.i.d. random variables
- scientific article; zbMATH DE number 3901738 (Why is no real title available?)
- scientific article; zbMATH DE number 43570 (Why is no real title available?)
- scientific article; zbMATH DE number 1349990 (Why is no real title available?)
- scientific article; zbMATH DE number 4003199 (Why is no real title available?)
- scientific article; zbMATH DE number 3446162 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- scientific article; zbMATH DE number 774038 (Why is no real title available?)
- Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
- Limit theorems for point processes and their functionals
- Limit theorems for random walks, birth and death processes, and diffusion processes
- On the convergence of point processes
- Semi-martingales et grossissement d'une filtration
- Semi-stable Markov processes. I
- The parabolic differential equations and the associated semigroups of transformation
- Time change approach to generalized excursion measures, and its application to limit theorems
- Weak convergence of probability measures and random functions in the function space D[0,∞)
Cited in
(9)- Divergent sums over excursions
- Extensions of diffusion processes on intervals and Feller's boundary conditions
- On a skew stable Lévy process
- Functional limit theorems for random walks perturbed by positive alpha-stable jumps
- On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
- Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps
- Cut-off for \(n\)-tuples of exponentially converging processes
- Functional limit theorems for processes pieced together from excursions
- Itô's theory of excursion point processes and its developments
This page was built for publication: Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1002532)
