Universality of local times of killed and reflected random walks

DOI10.1214/15-ECP3995zbMath1336.60087arXiv1412.6184MaRDI QIDQ287768

Vitali Wachtel, Denis Denisov

Publication date: 23 May 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.6184

zbMATH Keywords

local time; random walk; second Ray-Knight theorem

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60G40: Stopping times; optimal stopping problems; gambling theory

60F17: Functional limit theorems; invariance principles

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