A limit theorem for occupation times of Lamperti's stochastic processes
DOI10.3792/PJAA.84.15zbMATH Open1138.60333OpenAlexW2065208382MaRDI QIDQ2482947FDOQ2482947
Authors: Yuji Kasahara, Sakurako Suzuki 
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
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Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
Cites Work
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- An Occupation Time Theorem for A Class of Stochastic Processes
- Weak convergence of probability measures and random functions in the function space D[0,∞)
- A limit theorem for sums of i.i.d. random variables with slowly varying tail probability
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- Functional limit theorems for occupation times of Lamperti's stochastic processes in discrete time
- On limit processes for a class of additive functional of recurrent diffusion processes
- Occupation time theorems for a class of one-dimensional diffusion processes
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- Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
Cited In (7)
- Rate of escape and central limit theorem for the supercritical Lamperti problem
- Occupation time distributions for the telegraph process
- Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
- Upper bound on the occupation time in the simple exclusion process
- On the Maxima of Random Walks and Stable Processes and the Arc-Sine Law
- A second order limit law for occupation times of the Cauchy process
- Functional limit theorems for occupation times of Lamperti's stochastic processes in discrete time
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