Rates of convergence to Brownian local time

DOI10.1016/0304-4149(93)90014-UzbMATH Open0783.60072MaRDI QIDQ689459FDOQ689459

Authors: Richard F. Bass, D. Khoshnevisan 

Publication date: 12 December 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

Wiener processlocal timestrong invariance principle

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Cites Work

• On tail probabilities for martingales
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• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
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• Strong invariance principles for partial sums of independent random vectors
• An iterated logarithm law for local time
• A Local Limit Theorem for Nonlattice Multi-Dimensional Distribution Functions
• Brownian local time
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• Strong invariance for local times
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• On best possible approximations of local time

Cited In (19)

• A note on the stability of the local time of a Wiener process
• Convergence to the local time of Brownian meander
• On the character of convergence to Brownian local time. II
• On strong invariance for local time of partial sums
• On the local time of random walk on the 2-dimensional comb
• On best possible approximations of local time
• Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some asymptotic results for the integrated empirical process with applications to statistical tests
• Title not available (Why is that?)
• On the Local Time of the Weighted Bootstrap and Compound Empirical Processes
• Rates of convergence to the local time of a diffusion
• On breadth‐first constructions of scaling limits of random graphs and random unicellular maps
• Rate of convergence of uniform transport processes to a Brownian sheet
• Title not available (Why is that?)
• Title not available (Why is that?)
• We like to walk on the comb
• 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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