BROWNIAN LOCAL TIME APPROXIMATED BY A WIENER SHEET

被引：28

作者：

CSAKI, E

CSORGO, M

FOLDES, A

REVESZ, P

机构：

[1] CARLETON UNIV,DEPT MATH & STAT,OTTAWA K1S 5B6,ONTARIO,CANADA

[2] VIENNA TECH UNIV,INST STAT & WAHRSCHEINLICHKEITSTHEORIE,A-1040 VIENNA,AUSTRIA

来源：

ANNALS OF PROBABILITY | 1989年 / 17卷 / 02期

关键词：

D O I：

10.1214/aop/1176991413

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：516 / 537

页数：22

共 11 条

[1] THE MOST VISITED SITE OF BROWNIAN-MOTION AND SIMPLE RANDOM-WALK [J].

BASS, RF ;

GRIFFIN, PS .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1985, 70 (03) :417-436

[2] APPROXIMATION THEOREMS FOR INDEPENDENT AND WEAKLY DEPENDENT RANDOM VECTORS [J].

BERKES, I ;

PHILIPP, W .

ANNALS OF PROBABILITY, 1979, 7 (01) :29-54

[3] HOW BIG ARE THE INCREMENTS OF THE LOCAL TIME OF A WIENER PROCESS [J].

CSAKI, E ;

CSORGO, M ;

FOLDES, A ;

REVESZ, P .

ANNALS OF PROBABILITY, 1983, 11 (03) :593-608

[4] ON THE LOCAL TIME PROCESS STANDARDIZED BY THE LOCAL TIME AT ZERO [J].

CSAKI, E ;

FOLDES, A .

ACTA MATHEMATICA HUNGARICA, 1988, 52 (1-2) :175-186

[5]

Csorgo M., 1981, STRONG APPROXIMATION

[6]

Ito K., 1965, DIFFUSION PROCESSES

[7]

KNIGHT F. B., 1963, T AM MATH SOC, V109, P56, DOI [10.2307/1993647, DOI 10.1090/S0002-9947-1963-0154337-6]

[8] APPROXIMATION OF PARTIAL SUMS OF INDEPENDENT RV-S, AND SAMPLE DFI [J].

KOMLOS, J ;

MAJOR, P ;

TUSNADY, G .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1975, 32 (1-2) :111-131

[9]

Ray D., 1963, ILLINOIS J MATH, V7, P615, DOI [10.1215/ijm/1255645099, DOI 10.1215/IJM/1255645099]

[10]

Walsh J. B., 1978, ASTERISQUE, V52-53, P89

← 1 2 →