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This article is cited in 5 scientific papers (total in 5 papers)
Convergence to the local time of Brownian meander
V. I. Afanasyev Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Abstract:
Let $\left\{ S_{n},\;n\geq 0\right\}$ be integer-valued random walk with zero drift and variance $\sigma^2$. Let $\xi(k,n)$ be number of $t\in\{1,\ldots,n\}$ such that $S(t)=k$. For the sequence of random processes $\xi(\lfloor u\sigma \sqrt{n}\rfloor,n)$ considered under conditions $S_{1}>0,\ldots ,S_{n}>0$ a functional limit theorem on the convergence to the local time of Brownian meander is proved.
Keywords:
Brownian meander, local time of Brownian meander, sojourn time of random walk, functional limit theorems.
Received: 27.06.2017 Revised: 28.10.2017
Citation:
V. I. Afanasyev, “Convergence to the local time of Brownian meander”, Diskr. Mat., 29:4 (2017), 28–40; Discrete Math. Appl., 29:3 (2019), 149–158
Linking options:
https://www.mathnet.ru/eng/dm1438https://doi.org/10.4213/dm1438 https://www.mathnet.ru/eng/dm/v29/i4/p28
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Abstract page: | 516 | Full-text PDF : | 73 | References: | 72 | First page: | 17 |
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