Strong approximation of additive functionals

DOI10.1007/BF01058725zbMath0762.60024MaRDI QIDQ1200245

Endre Csáki, Pál Révész, Miklós Csörgő, Antónia Földes

Publication date: 17 January 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

weak convergence; Wiener process; strong approximation; almost surely properties

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F15: Strong limit theorems

60J55: Local time and additive functionals

Related Items

On the local time of random walk on the 2-dimensional comb, We like to walk on the comb, Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion, On the occupation time of an iterated process having no local time, On almost sure local and global central limit theorems, On the logarithmic average of additive functionals, Some results for two-dimensional random walk. II: Additive functionals, On the logarithmic average of iterated processes, On additive functionals of Markov chains, Global Strassen-type theorems for iterated Brownian motions, The local time of iterated Brownian motion, Singularly perturbed Markov chains: limit results and applications, Isomorphism theorems for Markov chains., Occupation time problems for fractional Brownian motion and some other self-similar processes, Strassen theorems for a class of iterated processes

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