Rate of convergence in limit theorems for Brownian excursions
Stochastic Processes and their Applications, 1991, vol. 39, issue 1, 55-64
The local time of a Brownian motion can be constructed from its excursions. The normalised excursion processes converge to a limiting process. We study the rates of convergence in these weak convergence results.
Keywords: local; time; Brownian; motion; Poisson; measure; bivariate; Wiener; process; strong; approximation (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:39:y:1991:i:1:p:55-64
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