On the occupation time of an iterated process having no local time

被引：8
|
作者：
Csaki, E
Csorgo, M
Foldes, A
Revesz, P
机构：
[1] CARLETON UNIV, DEPT MATH & STAT, OTTAWA, ON K1S 5B6, CANADA
[2] CUNY COLL STATEN ISL, STATEN ISL, NY 10314 USA
[3] VIENNA TECH UNIV, INST STAT & WAHRSCHEINLICHKEITSTHEORIE, A-1040 VIENNA, AUSTRIA
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1997年 / 70卷 / 02期
基金：
加拿大自然科学与工程研究理事会; 匈牙利科学研究基金会;
关键词：
D O I：
10.1016/S0304-4149(97)00058-6
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study the asymptotic behaviour of the occupation time process integral(0)(t)I(A)(W-1(L-2(s)))ds, t greater than or equal to 0, where W-1 is a standard Wiener process and L-2 is a Wiener local time process at zero that is independent from W-1. We prove limit laws, as well as almost sure upper and lower class theorems. Possible extensions of the obtained results are also discussed. (C) 1997 Elsevier Science B.V.
引用
收藏
页码：199 / 217
页数：19
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