Rate of convergence in limit theorems for Brownian excursions

DOI10.1016/0304-4149(91)90031-7zbMath0747.60074OpenAlexW2042858168MaRDI QIDQ1180173

Lajos Horváth

Publication date: 27 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(91)90031-7

zbMATH Keywords

rate of convergenceWiener processlocal timenormalized excursion processesProkhorov-Lévy difference

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

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