A limit theorem for sums of random number of i.i.d. random variables and its application to occupation times of Markov chains

DOI10.2969/jmsj/03720197zbMath0568.60039OpenAlexW2100659943MaRDI QIDQ1060490

Yuji Kasahara

Publication date: 1985

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/03720197

zbMATH Keywords

functional limit theoremoccupation-time problem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)

Related Items (9)

Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion ⋮ Some results for two-dimensional random walk. II: Additive functionals ⋮ On additive functionals of Markov chains ⋮ A scaling analysis of a cat and mouse Markov chain ⋮ Potential kernel, hitting probabilities and distributional asymptotics ⋮ Strong approximation of additive functionals ⋮ Functional limit theorems for the Bouchaud trap model with slowly varying traps ⋮ Central limit theorems for the \(\mathbb{Z}^2\)-periodic Lorentz gas ⋮ Nonparametric estimation in null recurrent time series.

This page was built for publication: A limit theorem for sums of random number of i.i.d. random variables and its application to occupation times of Markov chains