Asymptotic behavior of the local times of a two-parameter random walk with finite variance

DOI10.1007/BF01850665zbMath0562.60081OpenAlexW2073846411MaRDI QIDQ1056999

A. N. Borodin

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01850665

zbMATH Keywords

weak convergencelocal timeadditive functional2-parameter Brownian sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55)

Related Items (1)

Asymptotics of moments of local times of a random walk

Cites Work

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• Distribution of integral functionals of a Brownian motion process
• Some properties of recurrent random walk
• Another limit theorem for local time
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications

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