Asymptotic properties for Cauchy's principal values of Brownian and random walk local time

DOI10.1016/J.SPL.2007.12.003zbMath1146.60062OpenAlexW2094767149MaRDI QIDQ945466

Ji-Wei Wen, Zheng Yan Lin

Publication date: 12 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.12.003

Mathematics Subject Classification ID

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

Cites Work

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• Precise asymptotics in laws of the iterated logarithm for Wiener local time.
• Increment sizes of the principal value of Brownian local time
• Strong approximation for the general Kesten-Spitzer random walk in independent random scenery
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Precise asymptotics in the law of the iterated logarithm.
• Some limit properties of local time for random walk
• Path properties of Cauchy’s principal values related to local time
• Convergence Rates in the Law of Large Numbers

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