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Invariance principles for local times in regenerative settings
- Publication Year :
- 2019
-
Abstract
- Consider a stochastic process $\mathfrak{X}$, regenerative at a state $x$ which is instantaneous and regular. Let $L$ be a regenerative local time for $\mathfrak{X}$ at $x$. Suppose furthermore that $\mathfrak{X}$ can be approximated by discrete time regenerative processes $\mathfrak{X}^n$ for which $x$ is accesible. We give conditions on $\mathfrak{X}$ and $\mathfrak{X}^n$ so that the naturally defined local time of $\mathfrak{X}^n$ converges weakly to $L$. This limit theorem generalizes previous invariance principles that have appeared in the literature.<br />Comment: 30 pages
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1910.09501
- Document Type :
- Working Paper