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

页码：147 / 159

页数：13

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