Ergodic Property of the Brownian Motion Process

DOI10.1073/pnas.39.6.525zbMath0053.10003OpenAlexW2045025052WikidataQ33713600 ScholiaQ33713600MaRDI QIDQ5821542

Herbert Robbins, Gopinath Kallianpur

Publication date: 1953

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.39.6.525

zbMATH Keywords

probability theory

Related Items (33)

The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\) ⋮ On the Sojourn Time Distribution of a Random Walk at a Multidimensional Lattice Point ⋮ A limit law for functionals of multiple independent fractional Brownian motions ⋮ Limit theorems related to the integral functionals of one dimensional fractional Brownian motion ⋮ Brownian crossings via regeneration times ⋮ A limit theorem for occupation times of fractional Brownian motion ⋮ Nonlinear IV panel unit root testing under structural breaks in the error variance ⋮ Limit theorems for additive functionals of the fractional Brownian motion ⋮ Delta-Bose gas from the viewpoint of the two-dimensional stochastic heat equation ⋮ On the local times of noise reinforced Bessel processes ⋮ The critical 2d stochastic heat flow is not a Gaussian multiplicative chaos ⋮ Central limit theorem for an additive functional of the fractional Brownian motion ⋮ Limit theorems on occupation times for perturbed random walks ⋮ Relative arbitrage in volatility-stabilized markets ⋮ Strong approximation of additive functionals ⋮ IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE ⋮ Functional central limit theorem for additive functionals of \(\alpha \)-stable processes ⋮ Asymptotic properties of integral functionals of fractional Brownian fields ⋮ Second-order limit laws for occupation times of fractional Brownian motion ⋮ ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES ⋮ On limit processes for a class of additive functional of recurrent diffusion processes ⋮ Explicit Formulae in Probability and in Statistical Physics ⋮ On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process ⋮ Brownian crossings between spheres ⋮ Gaussian fluctuations from the 2D KPZ equation ⋮ A representation for the posterior distribution of the location of a moving target ⋮ On an Ergodic Property of a Certain Class of Markov Processes ⋮ On Occupation Times for Markoff Processes ⋮ The definition and ergodic properties of the stochastic adjoint of a unitary transformation ⋮ Unnamed Item ⋮ Strong approximations of additive functionals of a planar Brownian motion. ⋮ What is Standard Brownian Motion? ⋮ Limit theorems for the estimation of \(L^1\) integrals using the Brownian motion

This page was built for publication: Ergodic Property of the Brownian Motion Process