A limit theorem for occupation times of Lamperti's stochastic processes
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Publication:2482947
DOI10.3792/pjaa.84.15zbMath1138.60333MaRDI QIDQ2482947
Sakurako Suzuki, Yuji Kasahara
Publication date: 30 April 2008
Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.pja/1201186680
60G70: Extreme value theory; extremal stochastic processes
60G50: Sums of independent random variables; random walks
60F17: Functional limit theorems; invariance principles
60J55: Local time and additive functionals
Cites Work
- Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
- A limit theorem for sums of i.i.d. random variables with slowly varying tail probability
- Functional limit theorems for occupation times of Lamperti's stochastic processes in discrete time
- Occupation time theorems for a class of one-dimensional diffusion processes
- On limit processes for a class of additive functional of recurrent diffusion processes
- An Occupation Time Theorem for A Class of Stochastic Processes
- Weak convergence of probability measures and random functions in the function space D[0,∞)
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