Limit theorems for Lévy processes and Poisson point processes and their applications to Brownian excursions
From MaRDI portal
Publication:761692
DOI10.1215/kjm/1250521278zbMath0557.60021OpenAlexW1597889558MaRDI QIDQ761692
Publication date: 1984
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250521278
Lévy processescentral limit theoremfunctional limit theoremLévy's downcrossing theoremoccupation-times
Central limit and other weak theorems (60F05) Brownian motion (60J65) Local time and additive functionals (60J55)
Related Items
Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion, Laws of the iterated logarithm for a class of iterated processes, Local composite quantile regression smoothing for Harris recurrent Markov processes, On additive functionals of Markov chains, Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations, On the local time process standardized by the local time at zero, Strong laws and limit theorems for local time of Markov processes, Limit theorems of Brownian additive functionals, Potential kernel, hitting probabilities and distributional asymptotics, Random walk and Brownian local times in Wiener sheets: a tribute to my almost surely most visited \(75\) years young best friends, Endre Csáki and Pál Révész, Rate of convergence in limit theorems for Brownian excursions, Large deviations for local time fractional Brownian motion and applications, Robust nonlinear regression estimation in null recurrent time series, Strong approximation of additive functionals, Estimation of integrals with respect to infinite measures using regenerative sequences, ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES, Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line, On the occupation time of an iterated process having no local time, Nonparametric estimation in null recurrent time series.