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

DOI10.1080/17442508.2014.895360zbMATH Open1337.60095OpenAlexW2021806393MaRDI QIDQ2811118FDOQ2811118

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

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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)

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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