Convergence to the local time of Brownian meander

被引:3
|
作者
Afanasyev, Valeriy, I [1 ]
机构
[1] Russian Acad Sci, Steklov Math Inst, Moscow, Russia
来源
DISCRETE MATHEMATICS AND APPLICATIONS | 2019年 / 29卷 / 03期
关键词
Brownian meander; local time of Brownian meander; sojourn time of random walk; functional limit theorems; RANDOM-WALKS; DISTRIBUTIONS;
D O I
10.1515/dma-2019-0014
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let {S-n, n >= 0} be integer-valued random walk with zero drift and variance sigma(2). Let xi (k, n) be number of t is an element of {1, ..., n} such that S(t) = k. For the sequence of random processes xi( left perpendicular u sigma root n right perpendicular, n) considered under conditions S-1 > 0, ..., S-n > 0 a functional limit theorem on the convergence to the local time of Brownian meander is proved.
引用
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页码:149 / 158
页数:10
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