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Erdös-Rényi law for the local time of the hybrid process
S. Alvarez-Andrade Sorbonne universités, Université de Technologie de Compiègne, Laboratoire de Mathématiques Appliquées de Compiègne
B.P. 529, 60205 Compiègne Cedex, France
Abstract:
Our aim in this paper is to study the Erdös-Rényi law for the local time of the hybrid of empirical and partial sums process. The corresponding local time can be see as a modified version of the local time of the symmetric random walk by introducing a time $t$ and a sequence of independent with the same distribution random variables $X_i$'s, independent of the random walk.
Keywords:
Erdös-Rényi law, Symmetric random walk, Poisson process, Hybrids of the empirical and partial sums processes, Local time.
Citation:
S. Alvarez-Andrade, “Erdös-Rényi law for the local time of the hybrid process”, Theory Stoch. Process., 19(35):2 (2014), 1–9
Linking options:
https://www.mathnet.ru/eng/thsp9 https://www.mathnet.ru/eng/thsp/v19/i2/p1
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