On strong invariance for local time of partial sums

M. Csörgo and P. Révész

Stochastic Processes and their Applications, 1985, vol. 20, issue 1, 59-84

Abstract: For a suitable definition of the local time of a random walk strong invariance principles are proved, saying that this local time is like that of a Wiener process. Consequences of these results are LIL statements for the local time of a general enough class of random walks. One of the tools for our proofs is a discrete version of the Tanaka formula.

Keywords: Wiener; process; Tanaka; formula; random; walk; invariance; LIL (search for similar items in EconPapers)
Date: 1985
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