Functional limit theorems for occupation times of Lamperti’s stochastic processes in discrete time
Fujihara, Etsuko ; Kawamura, Yumi ; Yano, Yuko
J. Math. Kyoto Univ., Tome 47 (2007) no. 3, p. 429-440 / Harvested from Project Euclid
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Two functional limit theorems for occupation times of Lamperti’s stochastic processes are established. One is a generalization of Lamperti’s result in 1957 in the null recurrent case, and the other is a limit theorem for the fluctuation in the positively recurrent case. The proofs are based on a limit theorem for i.i.d. random variables with common distribution function belonging to the domain of attraction of a stable law.
Publié le : 2007-05-15
Classification:  60F17,  60J99 
@article{1250281054,
     author = {Fujihara, Etsuko and Kawamura, Yumi and Yano, Yuko},
     title = {Functional limit theorems for occupation times of Lamperti's stochastic processes in discrete time},
     journal = {J. Math. Kyoto Univ.},
     volume = {47},
     number = {3},
     year = {2007},
     pages = { 429-440},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1250281054}
}

Fujihara, Etsuko; Kawamura, Yumi; Yano, Yuko. Functional limit theorems for occupation times of Lamperti’s stochastic processes in discrete time. J. Math. Kyoto Univ., Tome 47 (2007) no. 3, pp.  429-440. http://gdmltest.u-ga.fr/item/1250281054/