A note on the weak invariance principle for local times

Ju Sung Kang; In Suk Wee

doi:10.1016/s0167-7152(96)00067-3

A note on the weak invariance principle for local times

Ju Sung Kang, In Suk Wee

Research output: Contribution to journal › Article › peer-review

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Abstract

We prove uniform L²-convergence of local times of aperiodic recurrent random walks to local times of strictly α-stable processes with α > 1.

Original language	English
Pages (from-to)	147-159
Number of pages	13
Journal	Statistics and Probability Letters
Volume	32
Issue number	2
DOIs	https://doi.org/10.1016/s0167-7152(96)00067-3
Publication status	Published - 1997 Mar 1

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Copyright 2020 Elsevier B.V., All rights reserved.

Keywords

Local time
Stable process
Weak invariance principle

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/s0167-7152(96)00067-3

Cite this

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title = "A note on the weak invariance principle for local times",

abstract = "We prove uniform L2-convergence of local times of aperiodic recurrent random walks to local times of strictly α-stable processes with α > 1.",

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A note on the weak invariance principle for local times

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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