Reinforced weak convergence of stochastic processes

DOI10.1016/J.SPL.2004.11.005MaRDI QIDQ2483844zbMATH OpenOpenAlexFDO

Authors Jean-François Marckert, Michael Drmota

Publication date 1 August 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2004.11.005

zbMATH Keywords

excursionsfunctionals of trees

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) General theory of stochastic processes (60G07)

Review text

The sequence of stochastic processes \(X_n\) on \(C[0,1]\) is considered. This sequence is polynomially convergent if \(EF(X_n)\to EF(X)\) for continuous functionals \(F\) of polynomial growth. The main theorem gives two conditions for the polynomial convergence \(X_n\) to \(X\). The polynomial convergence is implied by the ``strong approximation. The main theorem applies to the contour of simple trees, that is the process of the height of leaves. The polynomial convergence of two important classes of processes to the Brownian excursion is proved. Some discrete excursions converge polynomially to the Brownian excursion. The depth first walk associated to simple trees can have the same property.

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Cited in

(6)

• Weak convergence of convex stochastic processes
• The weak convergence of regenerative processes using some excursion path decompositions
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• Inference for conditioned Galton-Watson trees from their Harris path
• On the probability that integrated random walks stay positive

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