Long random walk excursions and local time

DOI10.1016/0304-4149(92)90119-BzbMath0755.60051OpenAlexW2033915631MaRDI QIDQ1198592

Miklós Csörgő, Pál Révész

Publication date: 16 January 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90119-b

zbMATH Keywords

excursionsrates of convergencelocal timesymmetric random walks

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)

Cites Work

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• Mesure du voisinage and occupation density
• On strong invariance for local time of partial sums
• How large must be the difference between local time and mesure du voisinage of Brownian motion?
• A global intrinsic characterization of Brownian local time
• On the zero \(\sum_1^n\pm 1\)
• The law of the iterated logarithm for normalized empirical distribution function
• On the Application of the Borel-Cantelli Lemma

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