A note on the weak invariance principle for local times

DOI10.1016/S0167-7152(96)00067-3zbMATH Open0882.60027OpenAlexW1969832992MaRDI QIDQ1359778FDOQ1359778

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

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zbMATH Keywords

stable distributioninteger-valued random variablesaperiodic recurrent random walk

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cites Work

• Title not available (Why is that?)
• The Asymptotic Behavior of Local Times of Recurrent Random Walks with Infinite Variance
• Weak invariance principles for local time
• On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance
• Title not available (Why is that?)
• Local times for a class of Markoff processes
• Regularized self-intersection local times of planar Brownian motion
• Self-intersection gauge for random walks and for Brownian motion
• A property of Brownian motion paths
• Necessary and sufficient conditions for the continuity of local time of Lévy processes
• Asymptotic behavior of the local time of a recurrent random walk
• Large deviations for the maximum local time of stable Lévy processes
• Random walks and intersection local time
• A global intrinsic characterization of Brownian local time

Cited In (7)

• Invariance principles for local times at the maximum of random walks and Lévy processes
• Dynamical attraction to stable processes
• Title not available (Why is that?)
• A Note on the Continuity of Local Times
• Local times on curves and uniform invariance principles
• Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions
• Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case

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