Time change approach to generalized excursion measures, and its application to limit theorems
From MaRDI portal
Publication:2481394
Abstract: It is proved that generalized excursion measures can be constructed via time change of Ito's Brownian excursion measure. A tightness-like condition on strings is introduced to prove a convergence theorem of generalized excursion measures. The convergence theorem is applied to obtain a conditional limit theorem, a kind of invariance principle where the limit is the Bessel meander.
Recommendations
- A conditional limit theorem for generalized diffusion processes
- scientific article; zbMATH DE number 3897970
- Functional limit theorems for processes pieced together from excursions
- Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
- scientific article; zbMATH DE number 4111694
Cites work
- scientific article; zbMATH DE number 3934165 (Why is no real title available?)
- scientific article; zbMATH DE number 4005284 (Why is no real title available?)
- scientific article; zbMATH DE number 43057 (Why is no real title available?)
- scientific article; zbMATH DE number 43570 (Why is no real title available?)
- scientific article; zbMATH DE number 3543414 (Why is no real title available?)
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 1349990 (Why is no real title available?)
- scientific article; zbMATH DE number 4003199 (Why is no real title available?)
- scientific article; zbMATH DE number 774038 (Why is no real title available?)
- scientific article; zbMATH DE number 956704 (Why is no real title available?)
- A conditional limit theorem for generalized diffusion processes
- A decomposition of Bessel Bridges
- Brownian representation of a class of Lévy processes and its application to occupation times of diffusion processes
- Eigenfunction Expansions Associated With Singular Differential Operators
- Excursion measure away from an exit boundary of one-dimensional diffusion processes
- Functional central limit theorems for random walks conditioned to stay positive
- Krein's strings with singular left boundary
- Limit theorems for random walks, birth and death processes, and diffusion processes
- On a functional central limit theorem for random walks conditioned to stay positive
- Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
- Semi-martingales et grossissement d'une filtration
Cited in
(12)- One-point reflection
- scientific article; zbMATH DE number 4216884 (Why is no real title available?)
- Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion
- Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part
- Itô's theory of excursion point processes and its developments
- Time-changed extremal process as a random sup measure
- A conditional limit theorem for generalized diffusion processes
- On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes
- Functional limit theorems for processes pieced together from excursions
- scientific article; zbMATH DE number 879749 (Why is no real title available?)
- Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
- On a zero-one law for the norm process of transient random walk
This page was built for publication: Time change approach to generalized excursion measures, and its application to limit theorems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2481394)
