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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}
}

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18 pages