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On the local times of stationary processes with conditional local limit theorems

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  • Denker, Manfred
  • Zheng, Xiaofei

Abstract

We investigate the connection between conditional local limit theorems and the local time of integer-valued stationary processes. We show that a conditional local limit theorem (at 0) implies the convergence of local times to Mittag-Leffler distributions, both in the weak topology of distributions and a.s. in the space of distributions.

Suggested Citation

  • Denker, Manfred & Zheng, Xiaofei, 2018. "On the local times of stationary processes with conditional local limit theorems," Stochastic Processes and their Applications, Elsevier, vol. 128(7), pages 2448-2462.
    • Handle: RePEc:eee:spapps:v:128:y:2018:i:7:p:2448-2462
    DOI: 10.1016/j.spa.2017.09.012
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    References listed on IDEAS

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    1. Peligrad, Magda & Shao, Qi-Man, 1995. "A note on the almost sure central limit theorem for weakly dependent random variables," Statistics & Probability Letters, Elsevier, vol. 22(2), pages 131-136, February.
    2. Lacey, Michael T. & Philipp, Walter, 1990. "A note on the almost sure central limit theorem," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 201-205, March.
    3. Berkes, István & Csáki, Endre, 2001. "A universal result in almost sure central limit theory," Stochastic Processes and their Applications, Elsevier, vol. 94(1), pages 105-134, July.
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