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A limit theorem for slowly increasing occupation times

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Publication:1167996
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DOI10.1214/aop/1176993780zbMath0492.60077OpenAlexW2069382275MaRDI QIDQ1167996

Yuji Kasahara

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993780

zbMATH Keywords

local timeCauchy processoccupation times


Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)


Related Items

A limit theorem for occupation times of fractional Brownian motion, A scaling analysis of a cat and mouse Markov chain, Second-order limit laws for occupation times of fractional Brownian motion, Mean occupation times of continuous one-dimensional Markov processes, Local asymptotic normality and mixed normality for Markov statistical models, Nonparametric estimation in null recurrent time series.



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