A note on the weak invariance principle for local times

Ju Sung Kang, In Suk Wee

    Research output: Contribution to journalArticlepeer-review

    1 Citation (Scopus)

    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 languageEnglish
    Pages (from-to)147-159
    Number of pages13
    JournalStatistics and Probability Letters
    Volume32
    Issue number2
    DOIs
    Publication statusPublished - 1997 Mar 1

    Bibliographical note

    Copyright:
    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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