Invariance principles for local times in regenerative settings
Probability
2019-10-22 v1
Abstract
Consider a stochastic process , regenerative at a state which is instantaneous and regular. Let be a regenerative local time for at . Suppose furthermore that can be approximated by discrete time regenerative processes for which is accesible. We give conditions on and so that the naturally defined local time of converges weakly to . This limit theorem generalizes previous invariance principles that have appeared in the literature.
Cite
@article{arxiv.1910.09501,
title = {Invariance principles for local times in regenerative settings},
author = {Aleksandar Mijatović and Gerónimo Uribe Bravo},
journal= {arXiv preprint arXiv:1910.09501},
year = {2019}
}
Comments
30 pages