Weight functions and pathwise local central limit theorems
type: Item
instance of: scholarly article
title: Weight functions and pathwise local central limit theorems
zbMATH Open document ID: 0841.60018
DOI: 10.1016/0304-4149(95)00021-X
author: Lajos Horváth
author: D. Khoshnevisan
published in: Stochastic Processes and their Applications
publication date: 1996-01-02T00:00:00Z
review text: The paper deals with weak convergence (and its rate of convergence) in weighted almost sure CLT for random walks. The authors prove their results via stochastic calculus and strong approximations. In particular the process of local times of the standard Ornstein-Uhlenbeck process is used.
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 828745
zbMATH Keywords: random walks
zbMATH Keywords: logarithmic averages
zbMATH Keywords: local times
zbMATH Keywords: Ornstein-Uhlenbeck process
reviewed by: Zbigniew J. Jurek
MaRDI profile type: Publication
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full work available at URL: 0304-4149(95)00021-x
OpenAlex ID: W1992849361
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description: scientific article; zbMATH DE number 828745