Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
DOI10.1215/KJM/1250521278zbMATH Open0557.60021OpenAlexW1597889558MaRDI QIDQ761692FDOQ761692
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
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central limit theoremfunctional limit theoremoccupation-timesLévy processesLévy's downcrossing theorem
Central limit and other weak theorems (60F05) Brownian motion (60J65) Local time and additive functionals (60J55)
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- Local composite quantile regression smoothing for Harris recurrent Markov processes
- Laws of the iterated logarithm for a class of iterated processes
- Excursions and Lévy system of boundary process
- Strong laws and limit theorems for local time of Markov processes
- Strong approximation of additive functionals
- Limit theorems for point processes and their functionals
- Nonparametric estimation in null recurrent time series.
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- Estimation of integrals with respect to infinite measures using regenerative sequences
- Large deviations for local time fractional Brownian motion and applications
- Time change approach to generalized excursion measures, and its application to limit theorems
- Limit theorems of Brownian additive functionals
- Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
- Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations
- Rate of convergence in limit theorems for Brownian excursions
- Potential kernel, hitting probabilities and distributional asymptotics
- On the occupation time of an iterated process having no local time
- 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
- On additive functionals of Markov chains
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