On best possible approximations of local time
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Publication:582707
DOI10.1016/0167-7152(89)90036-9zbMATH Open0691.60067OpenAlexW2069994678MaRDI QIDQ582707FDOQ582707
Authors: Lajos Horváth, Miklós Csörgo 
Publication date: 1989
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(89)90036-9
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Cites Work
- An approximation of partial sums of independent RV's, and the sample DF. II
- An approximation of partial sums of independent RV'-s, and the sample DF. I
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- On the zero \(\sum_1^n\pm 1\)
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- Limit theorems for random walks, birth and death processes, and diffusion processes
- On the character of convergence to Brownian local time. II
- On strong invariance for local time of partial sums
- Brownian local time approximated by a Wiener sheet
- An iterated logarithm law for local time
- Strong approximation of extended renewal processes
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- Strong invariance for local times
- How big are the increments of the local time of a Wiener process?
- A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
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Cited In (11)
- Limit theorems for local and occupation times of random walks and Brownian motion on a spider
- On strong invariance for local time of partial sums
- On the local time of random walk on the 2-dimensional comb
- Local time, coupling and the passport option
- Rates of convergence to Brownian local time
- Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion
- The slow bond random walk and the snapping out Brownian motion
- The modulator of the local time
- Title not available (Why is that?)
- Approximation of a Wiener process local time by functionals of random walks
- Random walk and Brownian local times in Wiener sheets: a tribute to my almost surely most visited \(75\) years young best friends, Endre Csáki and Pál Révész
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