An ergodic theorem related to some limit theorems for additive functionals of complex Brownian motion (Q1326732)
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scientific article; zbMATH DE number 584576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An ergodic theorem related to some limit theorems for additive functionals of complex Brownian motion |
scientific article; zbMATH DE number 584576 |
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An ergodic theorem related to some limit theorems for additive functionals of complex Brownian motion (English)
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1 November 1994
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The author proves an ergodic theorem for diffusions. We state one application: Let \(z\) be a complex Brownian motion, \(f \in L^ 1 \cap L^ p\) and \(u(t) = e^{2t} -1\). Then \(\lim_{\lambda \to \infty} \lambda^{-1/2} \int^{u(\sqrt \lambda t)}_ 0 f(z(s))ds\) converges in the sense of finite-dimensional distributions. This extends earlier results in this direction. Other applications are also given.
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additive functional
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ergodic theorem
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complex Brownian motion
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finite- dimensional distributions
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