Limit laws for local times of the Brownian sheet
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Publication:1823550
DOI10.1007/BF01207514zbMath0681.60076MaRDI QIDQ1823550
Publication date: 1990
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Strong limit theorems (60F15) Sample path properties (60G17) Local time and additive functionals (60J55)
Related Items (3)
Level crossings of a two-parameter random walk ⋮ Some \(\liminf\) results for two-parameter processes ⋮ Local times of additive Lévy processes.
Cites Work
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- Central limit theorems for the local times of certain Markov processes and the squares of Gaussian processes
- How big are the increments of the local time of a Wiener process?
- Large deviations for the maximum local time of stable Lévy processes
- On the increments of the local time of a Wiener sheet
- Probability estimates for multiparameter Brownian processes
- An integral test for the supremum of Wiener local time
- How small are the increments of a Wiener process?
- Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
- An iterated logarithm law for local time
- The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
- The exact Hausdorff measure of the level sets of Brownian motion
- Sample function properties of multi-parameter stable processes
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