RATES OF CONVERGENCE TO BROWNIAN LOCAL TIME

Authors
BASS RF KHOSHNEVISAN D
Citation
Rf. Bass et D. Khoshnevisan, RATES OF CONVERGENCE TO BROWNIAN LOCAL TIME, Stochastic processes and their applications, 47(2), 1993, pp. 197-213
Citations number
13
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
47
Issue
2
Year of publication
1993
Pages
197 - 213
Database
ISI
SICI code
0304-4149(1993)47:2<197:ROCTBL>2.0.ZU;2-6
Abstract
Suppose S(n) is a mean zero, variance one random walk. Under suitable assumptions on the increments, we prove a strong approximation theorem for the local times of S(n) to the local times of a Brownian motion, uniformly at all levels.