Time change approach to generalized excursion measures, and its application to limit theorems

DOI10.1007/s10959-007-0108-8zbMath1148.60054arXivmath/0608530OpenAlexW2117251286WikidataQ58331062 ScholiaQ58331062MaRDI QIDQ2481394

Kouji Yano, Patrick J. Fitzsimmons

Publication date: 9 April 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0608530

zbMATH Keywords

Conditional limit theoremsBessel meanderItô's excursion measureRandom time change

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (7)

Functional limit theorems for processes pieced together from excursions ⋮ On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes ⋮ Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part ⋮ One-point reflection ⋮ Itô's theory of excursion point processes and its developments ⋮ Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line ⋮ On a Zero-One Law for the Norm Process of Transient Random Walk

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