On best possible approximations of local time
We establish best possible rates for approximating random walk local time by Brownian local time.
Year of publication: |
1989
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Authors: | Csörgo, Miklós ; Horváth, Lajos |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 8.1989, 4, p. 301-306
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Publisher: |
Elsevier |
Keywords: | random walks Brownian motion (Wiener process) local time strong approximations (invariance principles) |
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