Random walk local time approximated by a Wiener sheet combined with an independent Brownian motion

MaRDI QIDQ6206677FDO

Authors Endre Csáki, Miklós Csörgo, Antónia Földes, Pál Révész

Publication date 4 September 2007

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Abstract: Let $xi(k,n)$ be the local time of a simple symmetric random walk on the line. We give a strong approximation of the centered local time process $xi(k,n)-xi(0,n)$ in terms of a Wiener sheet and an independent Wiener process, time changed by an independent Brownian local time. Some related results and consequences are also established.

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