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Logarithmic averages for the local times of recurrent random walks and Lévy processes

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  • Marcus, Michael B.
  • Rosen, Jay

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  • Marcus, Michael B. & Rosen, Jay, 1995. "Logarithmic averages for the local times of recurrent random walks and Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 59(2), pages 175-184, October.
    • Handle: RePEc:eee:spapps:v:59:y:1995:i:2:p:175-184
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    References listed on IDEAS

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    1. 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.
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    Cited by:

    1. Fitzsimmons, P. J. & Pitman, Jim, 1999. "Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process," Stochastic Processes and their Applications, Elsevier, vol. 79(1), pages 117-134, January.
    2. Berkes, István, 2001. "The law of large numbers with exceptional sets," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 431-438, December.
    3. Mikhail Menshikov & Serguei Popov, 2014. "On Range and Local Time of Many-dimensional Submartingales," Journal of Theoretical Probability, Springer, vol. 27(2), pages 601-617, June.
    4. Csáki, Endre & Földes, Antónia, 1997. "On the logarithmic average of iterated processes," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 347-358, May.

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