A note on the weak invariance principle for local times

DOI10.1016/S0167-7152(96)00067-3MaRDI QIDQ1359778zbMATHOpenAlexFDO

Authors Ju-Sung Kang, In-Suk Wee

Publication date 12 March 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(96)00067-3

zbMATH Keywords

stable distributioninteger-valued random variablesaperiodic recurrent random walk

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3236476 (Why is no real title available?)
• A global intrinsic characterization of Brownian local time
• A property of Brownian motion paths
• Asymptotic behavior of the local time of a recurrent random walk
• Large deviations for the maximum local time of stable Lévy processes
• Local times for a class of Markoff processes
• Necessary and sufficient conditions for the continuity of local time of Lévy processes
• On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance
• Random walks and intersection local time
• Regularized self-intersection local times of planar Brownian motion
• Self-intersection gauge for random walks and for Brownian motion
• The Asymptotic Behavior of Local Times of Recurrent Random Walks with Infinite Variance
• Weak invariance principles for local time

Cited in

(7)

• scientific article; zbMATH DE number 4034762 (Why is no real title available?)
• Dynamical attraction to stable processes
• Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions
• A Note on the Continuity of Local Times
• Invariance principles for local times at the maximum of random walks and Lévy processes
• Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case
• Local times on curves and uniform invariance principles

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