Rates of convergence to Brownian local time

DOI10.1016/0304-4149(93)90014-UzbMath0783.60072MaRDI QIDQ689459

Davar Khoshnevisan, Richard F. Bass

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)

Related Items (7)

On the Local Time of the Weighted Bootstrap and Compound Empirical Processes ⋮ Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion ⋮ On breadth‐first constructions of scaling limits of random graphs and random unicellular maps ⋮ 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 ⋮ We like to walk on the comb ⋮ On the local time of random walk on the 2-dimensional comb ⋮ Some asymptotic results for the integrated empirical process with applications to statistical tests

Cites Work

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

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