On the local time process standardized by the local time at zero

DOI10.1007/BF01952489MaRDI QIDQ1107218zbMATH OpenOpenAlexFDO

Authors Endre Csáki, Antónia Földes

Publication date 1988

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01952489

zbMATH Keywords

iterated logarithm lawlocal time

Mathematics Subject Classification ID

Strong limit theorems (60F15) Local time and additive functionals (60J55)

Review text

Let L(a,t) be the (jointly continuous) local time of a Wiener process. The following iterated logarithm law is proved: For \(a\in R\) and \(\alpha\leq 1/2\) \[ \limsup_{t\to \infty}\frac{| L(a,t)- L(0,t)|}{t^{(1-2\alpha)/4}(L(0,t)\quad)^{\alpha}(\log \log t)^{(3-2\alpha)/4}}=| a|^{1/2}K_{\alpha}\quad a.s. \] with explicitly given \(K_{\alpha}\).

Recommendations

• scientific article; zbMATH DE number 3994649
• On the local time of Gaussian and Lévy processes
• Local times for a class of multi-parameter processes
• scientific article; zbMATH DE number 4096500
• scientific article; zbMATH DE number 3994687
• scientific article; zbMATH DE number 3947355
• On generalized local time for the process of Brownian motion
• Limit distribution for local times at zero of a sequence of diffusion processes
• Local times of multi-parameter processes with stable components

Cites work

• scientific article; zbMATH DE number 3602431 (Why is no real title available?)
• scientific article; zbMATH DE number 3088518 (Why is no real title available?)
• Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
• On the character of convergence to Brownian local time. II
• The most visited site of Brownian motion and simple random walk

Cited in

(11)

• How small are the increments of the local time of a Wiener process?
• On the infimum of the local time of a Wiener process
• The law of the iterated logarithm for local time of a Lévy process
• On the occupation time of an iterated process having no local time
• Time difference on the Brownian curve
• On the logarithmic average of iterated processes
• Precise asymptotics in laws of the iterated logarithm for Wiener local time.
• scientific article; zbMATH DE number 4159814 (Why is no real title available?)
• scientific article; zbMATH DE number 3994687 (Why is no real title available?)
• scientific article; zbMATH DE number 751034 (Why is no real title available?)
• Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion

This page was built for publication: On the local time process standardized by the local time at zero

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1107218)