Time change approach to generalized excursion measures, and its application to limit theorems

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dc.creatorFitzsimmons, P. J.
dc.creatorYano, K.
dc.date2006-08-22
dc.date2006-09-05
dc.date.accessioned2026-07-07T07:22:01Z
dc.date.available2026-07-07T07:22:01Z
dc.descriptionIt is proved that generalized excursion measures can be constructed via time change of Ito's Brownian excursion measure. A tightness-like condition on strings is introduced to prove a convergence theorem of generalized excursion measures. The convergence theorem is applied to obtain a conditional limit theorem, a kind of invariance principle where the limit is the Bessel meander.
dc.description20 pages. Dedicated to Professor M. Fukushima on the occasion of his 70th birthday
dc.identifierhttps://arxiv.org/abs/math/0608530
dc.identifierhttp://arxiv.org/abs/math/0608530
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/115508
dc.subjectProbability
dc.subject60J25; 60F17
dc.titleTime change approach to generalized excursion measures, and its application to limit theorems
dc.typetext

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