A note on the weak invariance principle for local times

Ju-Sung Kang and In-Suk Wee

Statistics & Probability Letters, 1997, vol. 32, issue 2, 147-159

Abstract: We prove uniform L2-convergence of local times of aperiodic recurrent random walks to local times of strictly [alpha]-stable processes with [alpha] > 1.

Keywords: Weak; invariance; principle; Local; time; Stable; process (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (1)

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