Invariance principles for local times at the maximum of random walks and Lévy processes

DOI10.1214/09-AOP512zbMath1210.60033arXiv0903.3705OpenAlexW2107635916MaRDI QIDQ989179

Loïc Chaumont, Ronald Arthur Doney

Publication date: 30 August 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.3705

zbMATH Keywords

Lévy processesrandom walksinvariance principlemeanderladder processeslocal time at the supremumprocesses conditioned to stay positive

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

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