On the local times of stationary processes with conditional local limit theorems
Probability
2017-04-17 v1
Abstract
We investigate the connection between conditional local limit theorems and the local time of integer-valued stationary processes. We show that a conditional local limit theorem (at 0) implies the convergence of local times to Mittag-Leffler distributions, both in the weak topology of distributions and a.s. in the space of distributions.
Keywords
Cite
@article{arxiv.1704.04304,
title = {On the local times of stationary processes with conditional local limit theorems},
author = {Manfred Denker and Xiaofei Zheng},
journal= {arXiv preprint arXiv:1704.04304},
year = {2017}
}
Comments
18 pages