Another limit theorem for slowly increasing occupation times
Let B(t) be a 2-dimensional standard Brownian motion and f(x), \(x\in {\mathbb{R}}^ 2\), be a bounded measurable function with a compact support. The author and \textit{S. Kotani} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 49, 133-153 (1979; Zbl 0435.60080)] gave two limit theorems for the process \(A_{\lambda}(t)=\int^{e^{\lambda t}}_{0}f(B(s))ds\) as \(\lambda\) \(\to \infty\); one is for the case \(C:=\int f(x)dx\neq 0\) and the other is for the case \(C=0\). A generalization of the first case to a certain class of Markov processes including Cauchy processes was published by the author in Ann. Probab. 10, 728-736 (1982; Zbl 0492.60077). In the present paper we give a generalization of the other case. The case of Cauchy processes is included.
- On some limit theorems for occupation times of one dimensional Brownian motion and its continuous additive functionals locally of zero energy
- A limit theorem for occupation times of fractional Brownian motion
- scientific article; zbMATH DE number 1336735
- scientific article; zbMATH DE number 4143147
- Limit theorems of Brownian additive functionals
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