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

页码：199 / 217

页数：19

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