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Rate of convergence in limit theorems for Brownian excursions

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  • Horváth, Lajos

Abstract

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.

Suggested Citation

  • Horváth, Lajos, 1991. "Rate of convergence in limit theorems for Brownian excursions," Stochastic Processes and their Applications, Elsevier, vol. 39(1), pages 55-64, October.
    • Handle: RePEc:eee:spapps:v:39:y:1991:i:1:p:55-64
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