EXACT RATES OF CONVERGENCE TO BROWNIAN LOCAL TIME

• 成果类型: Article
• 署名作者: KHOSHNEVISAN, D
• 署名单位: University of Washington; University of Washington Seattle
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176988604
• 发表日期: 1994
• 页码: 1295-1330
• 关键词: markov-processes

摘要

In this article we are mainly concerned with proving lower bounds on some uniform approximation schemes for the local times of one-dimensional Brownian motion. Consequently, this leads to many exact limit theorems for Brownian local times. The latter results are Paul Levy's occupation time approximation, the downcrossing theorem and an intrinsic construction.