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
From MaRDI portal
(Redirected from Publication:653801)
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
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
Recommendations
- Joint path properties of two of my most favourite friends in mathematics: a tribute to Endre Csáki and Pál Révész
- Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion
- On strong invariance for local time of partial sums
- Rates of convergence to Brownian local time
- Brownian local time approximated by a Wiener sheet
Cites work
- scientific article; zbMATH DE number 3718235 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 1225455 (Why is no real title available?)
- scientific article; zbMATH DE number 503430 (Why is no real title available?)
- scientific article; zbMATH DE number 2046386 (Why is no real title available?)
- scientific article; zbMATH DE number 816112 (Why is no real title available?)
- scientific article; zbMATH DE number 3321726 (Why is no real title available?)
- A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
- A property of Brownian motion paths
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- An iterated logarithm law for local time
- Approximation theorems for independent and weakly dependent random vectors
- Be \(n\) fixed, or go to infinity: difficulties are welcome, and almost surely overcome. A tribute to Endre Csáki
- How often does a Harris recurrent Markov chain recur?
- Joint path properties of two of my most favourite friends in mathematics: a tribute to Endre Csáki and Pál Révész
- Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
- Limit theorems for random walks, birth and death processes, and diffusion processes
- On Occupation Times for Markoff Processes
- On best possible approximations of local time
- On the character of convergence to Brownian local time. I
- On the zero \(\sum_1^n\pm 1\)
- Probabilistic construction of the solution of some higher order parabolic differential equation
- Rates of convergence to Brownian local time
- Some of my favorite results with Endre Csáki and Pál Révész -- a survey
- The sequence of sums of independent random variables
- We like to walk on the comb
Cited in
(6)- Some of my favorite results with Endre Csáki and Pál Révész -- a survey
- scientific article; zbMATH DE number 1959476 (Why is no real title available?)
- On best possible approximations of local time
- Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion
- We like to walk on the comb
- Joint path properties of two of my most favourite friends in mathematics: a tribute to Endre Csáki and Pál Révész
This page was built for publication: 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
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q653801)