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

arXiv0709.0389MaRDI QIDQ6206677FDOQ6206677

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

Publication date: 4 September 2007

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.

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)

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