Some limit properties of local time for random walk

Autor:	Yan Yunliang, Wen Ji-wei
Rok vydání:	2006
Předmět:	Combinatorics Iterated logarithm symbols.namesake Heterogeneous random walk in one dimension Wiener process Applied Mathematics Local time symbols Law of the iterated logarithm Limit (mathematics) Random walk Random variable Mathematics
Zdroj:	Applied Mathematics-A Journal of Chinese Universities. 21:87-95
ISSN:	1993-0445 1005-1031
DOI:	10.1007/s11766-996-0027-y
Popis:	Let X, X1, X2, … be i. i. d. random variables with E X 2+δ 0). Consider a one-dimensional random walk S={S n}n≥0, starting from S 0=0. Let μ*. A strong approximation of μ* by the local time for Wiener process is presented and the limsup-type and liminf-type laws of iterated logarithm of the maximum local time μ* are obtained. Furthermore, the precise asymptotics in the law of iterated logarithm of μ* is proved.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6edbcbba401d24ed133e7f85cc61cd5b https://doi.org/10.1007/s11766-996-0027-y Zobrazit plný text záznamu Full text from SpringerLink