Convergence to the local time of Brownian meander

DOI10.1515/DMA-2019-0014MaRDI QIDQ2332804zbMATH OpenOpenAlexFDO

Authors V. I. Afanasyev

Publication date 5 November 2019

Published in Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/dma-2019-0014

zbMATH Keywords

Brownian meanderfunctional limit theoremslocal time of Brownian meandersojourn time of random walk

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50)

Recommendations

• scientific article; zbMATH DE number 3848322
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Cites work

• Brownian local time
• Brownian local times
• Functional central limit theorems for random walks conditioned to stay positive
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Limit distributions for the Bernoulli meander
• On a functional central limit theorem for random walks conditioned to stay positive
• On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance
• Some joint distributions for conditional random walks

Cited in

(7)

• On the character of convergence to Brownian local time. II
• Two-sided problem for the random walk with bounded maximal increment
• Convergence of jump processes with stochastic intensity to Brownian motion with inert drift
• Local invariance principle for a random walk with zero drift
• Scaling limit of the local time of random walks conditioned to stay positive
• Limit theorem on convergence to the local time of a Brownian bridge
• Functional limit theorem for the local time of stopped random walk

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