A note on the weak invariance principle for local times

被引：1
|
作者：
Kang, JS [1 ]
Wee, IS [1 ]
机构：
[1] KOREA UNIV,DEPT MATH,SEOUL 136701,SOUTH KOREA
来源：
STATISTICS & PROBABILITY LETTERS | 1997年 / 32卷 / 02期
关键词：
weak invariance principle; local time; stable process;
D O I：
10.1016/S0167-7152(96)00067-3
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：
We prove uniform L(2)-convergence of local times of aperiodic recurrent random walks to local times of strictly alpha-stable processes with alpha > 1.
引用
收藏
页码：147 / 159
页数：13
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