Rates of convergence to Brownian local time

DOI10.1016/0304-4149(93)90014-UMaRDI QIDQ689459zbMATHFDO

Authors Richard F. Bass, D. Khoshnevisan

Publication date 12 December 1993

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

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)

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

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• On breadth‐first constructions of scaling limits of random graphs and random unicellular maps
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• 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
• Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion
• Rate of convergence of uniform transport processes to a Brownian sheet
• On the local time of random walk on the 2-dimensional comb
• A note on the stability of the local time of a Wiener process
• Weak invariance principle for the local times of partial sums of Markov chains
• On best possible approximations of local time
• On the local time of the weighted bootstrap and compound empirical processes
• Some asymptotic results for the integrated empirical process with applications to statistical tests
• Rates of convergence to the local time of a diffusion
• 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
• scientific article; zbMATH DE number 563025 (Why is no real title available?)

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