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On best possible approximations of local time - MaRDI portal

On best possible approximations of local time (Q582707)

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scientific article; zbMATH DE number 4131391
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English
On best possible approximations of local time
scientific article; zbMATH DE number 4131391

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    On best possible approximations of local time (English)
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    1989
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    The authors prove that the speed of convergence of local times \(\xi\) (x,n) of a Bernoulli random walk to that of a Wiener process L(x,n) can be estimated in the uniform metric (over all integers x) by \(o(n^{1/4}(\log \log n)^{3/4})\).
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    speed of convergence
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    local times
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