Matematicheskie Zametki
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Guidelines for authors
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Mat. Zametki:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Matematicheskie Zametki, 2024, Volume 116, Issue 5, Pages 647–666
DOI: https://doi.org/10.4213/mzm14240
(Mi mzm14240)
 

Limit theorem on convergence to the local time of a Brownian bridge

V. I. Afanasyev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
References:
Abstract: An integer random walk $\{S_{i},\,i\geqslant 0\}$ with zero drift and finite variance $\sigma^{2}$ is considered. For a random process that assigns, to a variable $u\in \mathbb{R}$, the number of hits of the specified walk into the state $\lfloor u\sigma\sqrt n\rfloor $ up to time $n$ and is considered under the condition that $S_{n}=0$, a functional limit theorem concerning convergence of the process to the local time of the Brownian bridge is proved.
Keywords: random walks, conditional Brownian motions, local time of conditional Brownian motions, functional limit theorems.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-15-2022-265
The work was carried out at the Steklov International Mathematical Center and supported by the Ministry Science and Higher Education of Russia (agreement no. 075-15-2022-265).
Received: 01.02.2024
Revised: 21.07.2024
English version:
Mathematical Notes, 2024, Volume 116, Issue 5, Pages 875–891
DOI: https://doi.org/10.1134/S0001434624110014
Document Type: Article
UDC: 519.214
MSC: 60G50, 60J55, 60J65
Language: Russian
Citation: V. I. Afanasyev, “Limit theorem on convergence to the local time of a Brownian bridge”, Mat. Zametki, 116:5 (2024), 647–666; Math. Notes, 116:5 (2024), 875–891
Citation in format AMSBIB
\Bibitem{Afa24}
\by V.~I.~Afanasyev
\paper Limit theorem on convergence to the local time of a Brownian bridge
\jour Mat. Zametki
\yr 2024
\vol 116
\issue 5
\pages 647--666
\mathnet{http://mi.mathnet.ru/mzm14240}
\crossref{https://doi.org/10.4213/mzm14240}
\transl
\jour Math. Notes
\yr 2024
\vol 116
\issue 5
\pages 875--891
\crossref{https://doi.org/10.1134/S0001434624110014}
Linking options:
  • https://www.mathnet.ru/eng/mzm14240
  • https://doi.org/10.4213/mzm14240
  • https://www.mathnet.ru/eng/mzm/v116/i5/p647
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математические заметки Mathematical Notes
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025