Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
| dc.creator | Yano, Kouji | |
| dc.date | 2007-05-24 | |
| dc.date | 2008-11-14 | |
| dc.date.accessioned | 2026-07-07T10:17:48Z | |
| dc.date.available | 2026-07-07T10:17:48Z | |
| dc.description | Invariance principles are obtained for a Markov process on a half-line with continuous paths on the interior. The domains of attraction of the two different types of self-similar processes are investigated. Our approach is to establish convergence of excursion point processes, which is based on Itô's excursion theory and a recent result on convergence of excursion measures by Fitzsimmons and the present author. | |
| dc.description | Published in at http://dx.doi.org/10.3150/08-BEJ132 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm) | |
| dc.identifier | https://arxiv.org/abs/0705.3588 | |
| dc.identifier | http://arxiv.org/abs/0705.3588 | |
| dc.identifier | Bernoulli 2008, Vol. 14, No. 4, 963-987 | |
| dc.identifier | doi:10.3150/08-BEJ132 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/173980 | |
| dc.subject | Probability | |
| dc.title | Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line | |
| dc.type | text |