Functional limit theorems for processes pieced together from excursions
Probability
2014-07-14 v3
Abstract
A notion of convergence of excursion measures is introduced. It is proved that convergence of excursion measures implies convergence in law of the processes pieced together from excursions. This result is applied to obtain homogenization theorems of jumping-in extensions for positive self-similar Markov processes, for Walsh diffusions and for the Brownian motion on the Sierpi\'nski gasket.
Keywords
Cite
@article{arxiv.1309.2652,
title = {Functional limit theorems for processes pieced together from excursions},
author = {Kouji Yano},
journal= {arXiv preprint arXiv:1309.2652},
year = {2014}
}