Random walk local time approximated by a Wiener sheet combined with an independent Brownian motion
classification
🧮 math.PR
keywords
timelocalindependentwienerbrownianprocessrandomsheet
read the original abstract
Let $\xi(k,n)$ be the local time of a simple symmetric random walk on the line. We give a strong approximation of the centered local time process $\xi(k,n)-\xi(0,n)$ 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.