Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions

DOI10.1215/KJM/1250521278MaRDI QIDQ761692zbMATHOpenAlexFDO

Authors Yuji Kasahara

Publication date 1984

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250521278

zbMATH Keywords

central limit theoremfunctional limit theoremoccupation-timesLévy processesLévy's downcrossing theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Local time and additive functionals (60J55)

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Cited in

(24)

• On the functional estimation of multivariate diffusion processes
• On the occupation time of an iterated process having no local time
• Robust nonlinear regression estimation in null recurrent time series
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• Laws of the iterated logarithm for a class of iterated processes
• Excursions and Lévy system of boundary process
• Limit theorems of Brownian additive functionals
• Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion
• Time change approach to generalized excursion measures, and its application to limit theorems
• Nonparametric estimation in null recurrent time series.
• Functional limit theorems for processes pieced together from excursions
• Local composite quantile regression smoothing for Harris recurrent Markov processes
• scientific article; zbMATH DE number 4109710 (Why is no real title available?)
• On additive functionals of Markov chains
• Strong laws and limit theorems for local time of Markov processes
• Estimation of integrals with respect to infinite measures using regenerative sequences
• Rate of convergence in limit theorems for Brownian excursions
• Strong approximation of additive functionals
• Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
• Potential kernel, hitting probabilities and distributional asymptotics
• Large deviations for local time fractional Brownian motion and applications
• On the local time process standardized by the local time at zero
• 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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