A limit theorem for local time and application to random sets
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Publication:2453882
DOI10.1016/j.spl.2014.01.025zbMath1296.60210MaRDI QIDQ2453882
Abdelatif Bencherif-Madani, Diffalah Laissaoui
Publication date: 11 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.01.025
60G51: Processes with independent increments; Lévy processes
65C05: Monte Carlo methods
43A46: Special sets (thin sets, Kronecker sets, Helson sets, Ditkin sets, Sidon sets, etc.)
60G57: Random measures
60J55: Local time and additive functionals
60J99: Markov processes
Cites Work
- Some remarks on special subordinators
- On asymptotics of Fourier transform for functions of certain classes
- Local time as a derivative of occupation times
- Constructions of local time for a Markov process
- The measure theory of random fractals
- Another limit theorem for local time
- [https://portal.mardi4nfdi.de/wiki/Publication:4148755 L�vy's downcrossing theorem]
- Potential Theory of Lévy Processes
- On the potential theory of subordinators
- An Intrinsic Description of Local Time
- Semi-Stable Stochastic Processes
- Theory of Random Sets
- The exact hausdorff measure of the zero set of a stable process
- Lower functions for increasing random walks and subordinators
- Semilinear Markov processes, subordinators and renewal theory
- Bernstein functions. Theory and applications
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