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
相关论文
共 50 条
  • [41] A MULTIDIMENSIONAL PROCESS INVOLVING LOCAL TIME
    SZNITMAN, AS
    VARADHAN, SRS
    PROBABILITY THEORY AND RELATED FIELDS, 1986, 71 (04) : 553 - 579
  • [42] A Storage Process with Local Time Input
    Petteri Mannersalo
    Ilkka Norros
    Paavo Salminen
    Queueing Systems, 2004, 46 : 557 - 577
  • [43] CONSTRUCTIONS OF LOCAL TIME FOR A MARKOV PROCESS
    FRISTEDT, B
    TAYLOR, SJ
    ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1983, 62 (01): : 73 - 112
  • [44] Local Time of Additive Levy Process
    ZHONG Yu-quan
    HU Di-he ( College of Mathematics and Computer Science
    Department of Base
    Wuhan University Journal of Natural Sciences, 2000, (01) : 7 - 12
  • [45] A storage process with local time input
    Mannersalo, P
    Norros, I
    Salminen, P
    QUEUEING SYSTEMS, 2004, 46 (3-4) : 557 - 577
  • [46] LOCAL TIME FOR A STORAGE PROCESS/SYSTEMS
    CINLAR, E
    ANNALS OF PROBABILITY, 1975, 3 (06): : 930 - 950
  • [47] ON INCREMENTS OF LOCAL TIME FOR A WIENER PROCESS
    陆传荣
    Science China Mathematics, 1990, (12) : 1420 - 1429
  • [48] Quantum occupation time
    Potocek, Vaclav
    Zatloukal, Vaclav
    PHYSICA SCRIPTA, 2023, 98 (01)
  • [49] Full time occupation
    Anon
    Engineering (London), 2002, 243 (09):
  • [50] Iterated local search algorithm for solving the orienteering problem with soft time windows
    Aghezzaf, Brahim
    El Fahim, Hassan
    SPRINGERPLUS, 2016, 5
12345