A note on the weak invariance principle for local times

Ju Sung Kang, In Suk Wee

Research output: Contribution to journalArticle

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

Keywords

  • Local time
  • Stable process
  • Weak invariance principle

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint Dive into the research topics of 'A note on the weak invariance principle for local times'. Together they form a unique fingerprint.

  • Cite this