On best possible approximations of local time

The authors prove that the speed of convergence of local times \(\xi\) (x,n) of a Bernoulli random walk to that of a Wiener process L(x,n) can be estimated in the uniform metric (over all integers x) by \(o(n^{1/4}(\log \log n)^{3/4})\).

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Cites work

A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
An approximation of partial sums of independent RV'-s, and the sample DF. I
An approximation of partial sums of independent RV's, and the sample DF. II
An iterated logarithm law for local time
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Limit theorems for random walks, birth and death processes, and diffusion processes
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On the character of convergence to Brownian local time. I
On the character of convergence to Brownian local time. II
On the zero \(\sum_1^n\pm 1\)
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Cited in

(14)

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The slow bond random walk and the snapping out Brownian motion
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The modulator of the local time
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On the local time of random walk on the 2-dimensional comb
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Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion
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Three favorite edges occurs infinitely often for one-dimensional simple random walk
Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion

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