Strong invariance for local times
From MaRDI portal
Publication:3949740
DOI10.1007/BF00538801zbMath0488.60045OpenAlexW1578035584MaRDI QIDQ3949740
Publication date: 1983
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00538801
Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
Related Items
Strong approximations of renewal processes and their applications ⋮ Random walks on discrete cylinders and random interlacements ⋮ A note on the stability of the local time of a Wiener process ⋮ Asymptotics of moments of local times of a random walk ⋮ Weak invariance principle for local times ⋮ The most visited site of Brownian motion and simple random walk ⋮ Self-intersection local time of planar Brownian motion based on a strong approximation by random walks ⋮ On breadth‐first constructions of scaling limits of random graphs and random unicellular maps ⋮ Empirical processes for recurrent and transient random walks in random scenery ⋮ Random walks on comb-type subsets of \(\mathbb{Z}^2\) ⋮ A local limit theorem for random walks in random scenery and on randomly oriented lattices ⋮ Rate of escape of random walks on wreath products and related groups. ⋮ Strong approximation of additive functionals ⋮ Rates of convergence to Brownian local time ⋮ On the local time of random walk on the 2-dimensional comb ⋮ On the properties for increments of a local time -- a look through the set of limit points ⋮ On the disconnection of a discrete cylinder by a random walk ⋮ On best possible approximations of local time ⋮ Upper bound on the disconnection time of discrete cylinders and random interlacements ⋮ How big are the increments of the local time of a recurrent random walk? ⋮ Strong approximation of the anisotropic random walk revisited ⋮ On the character of convergence to Brownian local time. II ⋮ Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case ⋮ On strong invariance for local time of partial sums
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Skorokhod representation
- Distribution function inequalities for martingales
- An iterated logarithm law for local time
- A property of Brownian motion paths
- On the zero \(\sum_1^n\pm 1\)
- On the tail behavior of sums of independent random variables
- On laws of the iterated logarithm for local times
- A limit theorem related to a new class of self similar processes
- Brownian Local Times and Taboo Processes
