A limit theorem for local time and application to random sets

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

zbMATH Keywords

Markov process; subordinator; local time; regenerative set; Monte-Carlo

Mathematics Subject Classification ID

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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