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
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Published in: |
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Publisher: |
Elsevier
|
Keywords: |
random walks Brownian motion (Wiener process) local time strong approximations (invariance principles) |
Type of publication: | Article
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Source: | |
Persistent link: https://www.econbiz.de/10005319616