Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line
Probability
2008-11-14 v4
Abstract
Invariance principles are obtained for a Markov process on a half-line with continuous paths on the interior. The domains of attraction of the two different types of self-similar processes are investigated. Our approach is to establish convergence of excursion point processes, which is based on It\^{o}'s excursion theory and a recent result on convergence of excursion measures by Fitzsimmons and the present author.
Keywords
Cite
@article{arxiv.0705.3588,
title = {Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line},
author = {Kouji Yano},
journal= {arXiv preprint arXiv:0705.3588},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.3150/08-BEJ132 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)