A CLT for the third integrated moment of Brownian local time increments
Probability
2009-10-20 v2
Abstract
Let denote the local time of Brownian motion. Our main result is to show that for each fixed as , where is a normal random variable with mean zero and variance one that is independent of . This generalizes our previous result for the second moment. We also explain why our approach will not work for higher moments
Cite
@article{arxiv.0907.2693,
title = {A CLT for the third integrated moment of Brownian local time increments},
author = {Jay Rosen},
journal= {arXiv preprint arXiv:0907.2693},
year = {2009}
}