Strong laws and limit theorems for local time of Markov processes

DOI10.1007/BF01193946MaRDI QIDQ1122230zbMATH OpenFDO

Authors Lajos Horváth

Publication date 1990

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01193946

zbMATH Keywords

functional limit theoremlocal timelocal time at zerosmall excursions

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on general state spaces (60J25)

Review text

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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• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
• Invariance principles for renewal processes
• Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions

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(2)

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