Convergence to the local time of Brownian meander

DOI10.1515/DMA-2019-0014zbMath1468.60040OpenAlexW2949110135MaRDI QIDQ2332804

Valeriy I. Afanasiev

Publication date: 5 November 2019

Published in: Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dma-2019-0014

zbMATH Keywords

functional limit theoremsBrownian meanderlocal time of Brownian meandersojourn time of random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Local invariance principle for a random walk with zero drift ⋮ Two-sided problem for the random walk with bounded maximal increment ⋮ Functional limit theorem for the local time of stopped random walk

Cites Work

• Unnamed Item
• Functional central limit theorems for random walks conditioned to stay positive
• On a functional central limit theorem for random walks conditioned to stay positive
• Some joint distributions for conditional random walks
• On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance
• Limit distributions for the Bernoulli meander
• Brownian local time
• Brownian local times

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