A note on the weak invariance principle for local times

DOI10.1016/S0167-7152(96)00067-3zbMath0882.60027OpenAlexW1969832992MaRDI QIDQ1359778

Ju-Sung Kang, In-Suk Wee

Publication date: 12 March 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00067-3

zbMATH Keywords

stable distributioninteger-valued random variablesaperiodic recurrent random walk

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (1)

Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case

Cites Work

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• Asymptotic behavior of the local time of a recurrent random walk
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• A global intrinsic characterization of Brownian local time
• Local times for a class of Markoff processes
• A property of Brownian motion paths
• Random walks and intersection local time
• The Asymptotic Behavior of Local Times of Recurrent Random Walks with Infinite Variance
• Weak invariance principles for local time
• On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance

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