Random walk local time approximated by a Wiener sheet combined with an independent Brownian motion

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dc.creatorCsáki, Endre
dc.creatorCsörgő, Miklós
dc.creatorFöldes, Antónia
dc.creatorRévész, Pál
dc.date2007-09-04
dc.date.accessioned2026-07-07T08:27:28Z
dc.date.available2026-07-07T08:27:28Z
dc.descriptionLet $ξ(k,n)$ be the local time of a simple symmetric random walk on the line. We give a strong approximation of the centered local time process $ξ(k,n)-ξ(0,n)$ in terms of a Wiener sheet and an independent Wiener process, time changed by an independent Brownian local time. Some related results and consequences are also established.
dc.identifierhttps://arxiv.org/abs/0709.0389
dc.identifierhttp://arxiv.org/abs/0709.0389
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/137281
dc.subjectProbability
dc.subject60J55, 60G50, 60F15, 60F17
dc.titleRandom walk local time approximated by a Wiener sheet combined with an independent Brownian motion
dc.typetext

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