An invariance principle for the local time of a recurrent random walk

DOI10.1007/BF00532801zbMath0525.60043MaRDI QIDQ3038300

William E. Pruitt, Naresh C. Jain

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

invariance principlelocal timerecurrentdomain of attraction of a stable lawlattice random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (3)

On the local times of stationary processes with conditional local limit theorems ⋮ Upper Bounds for Ergodic Sums of Infinite Measure Preserving Transformations ⋮ Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case

Cites Work

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• Asymptotic behavior of the local time of a recurrent random walk
• Approximate local limit theorems for laws outside domains of attraction
• An iterated logarithm law for local time
• A Donsker-Varadhan type of invariance principle
• On laws of the iterated logarithm for local times
• A limit theorem related to a new class of self similar processes

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