Strong laws and limit theorems for local time of Markov processes (Q1122230)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong laws and limit theorems for local time of Markov processes |
scientific article; zbMATH DE number 4105993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong laws and limit theorems for local time of Markov processes |
scientific article; zbMATH DE number 4105993 |
Statements
Strong laws and limit theorems for local time of Markov processes (English)
0 references
1990
0 references
The local time of a Markov process can be constructed from the length of small excursions. We obtain the exact almost sure rate of this construction. We also prove a functional limit theorem for the difference between the length of small excursions and the local time at zero.
0 references
local time
0 references
small excursions
0 references
functional limit theorem
0 references
local time at zero
0 references
0 references
0.8184797167778015
0 references
0.7617695927619934
0 references
0.755070686340332
0 references
