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arxiv: 0709.0389 · v1 · submitted 2007-09-04 · 🧮 math.PR

Random walk local time approximated by a Wiener sheet combined with an independent Brownian motion

classification 🧮 math.PR
keywords timelocalindependentwienerbrownianprocessrandomsheet
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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.

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