Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions (Q761692)
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: Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions |
scientific article; zbMATH DE number 3888611
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions |
scientific article; zbMATH DE number 3888611 |
Statements
Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions (English)
0 references
1984
0 references
A central limit theorem for a certain class of time-changed Lévy processes is proved. As an application the fluctuation appearing in the Lévy's downcrossing theorem for Brownian motion is discussed. A functional limit theorem for occupation-times of Markov chains is also discussed.
0 references
central limit theorem
0 references
Lévy processes
0 references
Lévy's downcrossing theorem
0 references
functional limit theorem
0 references
occupation-times
0 references
