Exact Rates of Convergence to Brownian Local Time
Open Access
- 1 July 1994
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 22 (3) , 1295-1330
- https://doi.org/10.1214/aop/1176988604
Abstract
In this paper 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 L evy's occupation time approximation, the downcrossing theorem and an intrinsic construction. A.M.S. Subject Classication. (1990) Primary. 60J55; Secondary. 60G17.Keywords
This publication has 0 references indexed in Scilit: