Logarithmic averages for the local times of recurrent random walks and Lévy processes

DOI10.1016/0304-4149(95)00045-9zbMath0853.60059OpenAlexW2052405698MaRDI QIDQ1904542

Michael B. Marcus, Jay S. Rosen

Publication date: 24 October 1996

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

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00045-9

zbMATH Keywords

Lévy processeslocal timesrecurrent random walkslogarithmic averages

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55) Markov processes (60J99)

Related Items (7)

The law of large numbers with exceptional sets ⋮ A universal result in almost sure central limit theory. ⋮ On the logarithmic average of iterated processes ⋮ On the universal a.s. central limit theorem ⋮ On range and local time of many-dimensional submartingales ⋮ The average density of the path of planar Brownian motion ⋮ Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process

Cites Work

• A note on the almost sure central limit theorem
• Some limit theorems in log density
• The range of stable random walks
• On almost sure local and global central limit theorems
• Laws of the iterated logarithm for the local times of recurrent random walks on \(Z^ 2\) and of Lévy processes and random walks in the domain of attraction of Cauchy random variables
• Laws of the iterated logarithm for the local times of symmetric Lévy processes and recurrent random walks
• On the logarithmic average of additive functionals
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem
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