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A note on the weak invariance principle for local times

Author

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  • Kang, Ju-Sung
  • Wee, In-Suk

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.

Suggested Citation

  • Kang, Ju-Sung & Wee, In-Suk, 1997. "A note on the weak invariance principle for local times," Statistics & Probability Letters, Elsevier, vol. 32(2), pages 147-159, March.
    • Handle: RePEc:eee:stapro:v:32:y:1997:i:2:p:147-159
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    Cited by:

    1. Amaury Lambert & Florian Simatos, 2015. "Asymptotic Behavior of Local Times of Compound Poisson Processes with Drift in the Infinite Variance Case," Journal of Theoretical Probability, Springer, vol. 28(1), pages 41-91, March.

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