Rates of convergence to Brownian local time

Richard F. Bass and Davar Khoshnevisan

Stochastic Processes and their Applications, 1993, vol. 47, issue 2, 197-213

Abstract: Suppose Sn is a mean zero, variance one random walk. Under suitable assumptions on the increments, we prove a strong approximation theorem for the local times of Sn to the local times of a Brownian motion, uniformly at all levels.

Date: 1993
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