A CLT for the L^2 modulus of continuity of Brownian local time

DOI10.1214/09-AOP486zbMATH Open1190.60071arXiv0901.1102MaRDI QIDQ2268705FDOQ2268705

Authors: Xia Chen, Wenbo V. Li, Michael B. Marcus, Jay Rosen 

Publication date: 8 March 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: Let $L_t^x;(x,t)in{R}^{1}imes{R}_{+}^1$ denote the local time of Brownian motion and [ alpha_{t}:=int_{-infty}^{infty} (L^{x}_{t})^{2} dx . ] Let $eta=N(0,1)$ be independent of $alph{a}_t$. For each fixed $t$ [ {int_{-infty}^{infty} (L^{x+h}_{t}- L^{x}_{t})^{2} dx- 4htover h^{3/2}} stackrel{mathcal{L}}{ o}({64 over 3})^{1/2}sqrt{alpha_{t}} eta, ] as $har0$. Equivalently [ {int_{-infty}^{infty} (L^{x+1}_{t}- L^{x}_{t})^{2} dx- 4tover t^{3/4}} stackrel{mathcal{L}}{ o}({64 over 3} )^{1/2}sqrt{alpha_{1}} eta, ] as $tarinfty$.

Full work available at URL: https://arxiv.org/abs/0901.1102

Recommendations

• A functional CLT for the \(L^2\) modulus of continuity of local time
• A stochastic calculus proof of the CLT for the \(L^2\) modulus of continuity of local time
• On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials
• Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem
• Moduli of continuity of the local time of a class of sub-fractional Brownian motions
• Continuity of Multidimensional Brownian Local Times
• Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion
• On moduli of continuity for local times of Gaussian processes
• Some limit theorems connected with Brownian local time

zbMATH Keywords

CLTmodulus of continuityBrownian local times

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17) Local time and additive functionals (60J55)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Markov Processes, Gaussian Processes, and Local Times
• Large deviations for local times of stable processes and stable random walks in 1 dimension
• From charged polymers to random walk in random scenery
• A limit theorem related to a new class of self similar processes
• Limit laws for the energy of a charged polymer
• Title not available (Why is that?)
• Title not available (Why is that?)
• A survey of one-dimensional random polymers.
• CLT for \(L^p\) moduli of continuity of Gaussian processes
• \(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
• Title not available (Why is that?)

Cited In (8)

• Moduli of continuity of the local time of a class of sub-fractional Brownian motions
• Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion
• A CLT FOR THE THIRD INTEGRATED MOMENT OF BROWNIAN LOCAL TIME INCREMENTS
• Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem
• Limit theorems for general functionals of Brownian local times
• A functional CLT for the \(L^2\) modulus of continuity of local time
• On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials
• A stochastic calculus proof of the CLT for the \(L^2\) modulus of continuity of local time

This page was built for publication: A CLT for the \(L^{2}\) modulus of continuity of Brownian local time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2268705)