Weak invariance principle for local times

DOI10.1007/BF01129888zbMath0668.60034MaRDI QIDQ1118249

A. N. Borodin

Publication date: 1988

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

zbMATH Keywords

Brownian motionlocal timerandom walkSkorokhod embedding scheme

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (1)

Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem

Cites Work

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• On the character of convergence to Brownian local time. II
• On strong invariance for local time of partial sums
• Weak invariance principles for local time
• Strong invariance for local times
• Random Walks and A Sojourn Density Process of Brownian Motion

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