Time change approach to generalized excursion measures, and its application to limit theorems

DOI10.1007/s10959-007-0108-8zbMath1148.60054arXivmath/0608530WikidataQ58331062 ScholiaQ58331062MaRDI QIDQ2481394

Patrick J. Fitzsimmons, Kouji Yano

Publication date: 9 April 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0608530

zbMATH Keywords

Conditional limit theorems; Bessel meander; Itô's excursion measure; Random time change

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60J27: Continuous-time Markov processes on discrete state spaces