Functional limit theorems for occupation times of Lamperti's stochastic processes in discrete time

DOI10.1215/kjm/1250281054zbMath1143.60027OpenAlexW1691816611MaRDI QIDQ2475059

Yumi Kawamura, Yuko Yano, Etsuko Fujihara

Publication date: 20 March 2008

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250281054

zbMATH Keywords

functional limit theoremoccupation timerecurrentLamperti law

Mathematics Subject Classification ID

Stochastic processes (60G99) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Is a Brownian Motion Skew? ⋮ A limit theorem for occupation times of Lamperti's stochastic processes ⋮ Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions ⋮ Functional limit theorem for occupation time processes of intermittent maps

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