Central limit theorems for the \(L^{2}\) norm of increments of local times of Lévy processes

DOI10.1214/EJP.V17-1740zbMath1246.60038OpenAlexW2038118712MaRDI QIDQ428610

Michael B. Marcus, Jay S. Rosen

Publication date: 22 June 2012

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

Full work available at URL: https://doi.org/10.1214/ejp.v17-1740

zbMATH Keywords

central limit theoremlocal timeLévy process\(L^{2}\) norm of increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Local time and additive functionals (60J55)

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