A second order limit law for occupation times of the Cauchy process

DOI10.1080/17442508.2014.895360MaRDI QIDQ2811118zbMATH OpenOpenAlexFDO

Authors David Nualart, Fangjun Xu

Publication date 10 June 2016

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2014.895360

zbMATH Keywords

method of momentslimit lawCauchy processchaining argument

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Stable stochastic processes (60G52)

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Cites work

• Limit theorems of occupation times for Markov processes

Cited in

(1)

• Second-order limit laws for occupation times of fractional Brownian motion

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