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
|
---|---|
Authors: | Csörgo, Miklós ; Horváth, Lajos |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 8.1989, 4, p. 301-306
|
Publisher: |
Elsevier |
Keywords: | random walks Brownian motion (Wiener process) local time strong approximations (invariance principles) |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Convergence of integrals of uniform empirical and quantile processes
Csörgo, Miklós, (1993)
-
Stability and instability of local time of random walk in random environment
Csörgo, Miklós, (1987)
-
Rényi-type empirical processes
Csörgo, Miklós, (1992)
- More ...