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Teoriya Veroyatnostei i ee Primeneniya, 2021, Volume 66, Issue 1, Pages 73–93
DOI: https://doi.org/10.4213/tvp5410 (Mi tvp5410) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Approximation of a Wiener process local time by functionals of random walks

I. A. Ibragimovab, N. V. Smorodinaab, M. M. Faddeevab

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
b Saint Petersburg State University
Full-text PDF (448 kB) Citations (3)
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DOI: https://doi.org/10.4213/tvp5410
Abstract: A sequence of compound Poisson processes constructed from sums of identically distributed random variables that weakly converges to a Wiener process is considered. Certain functionals of these processes are shown to converge in distribution to the local time of a Wiener process.
Keywords: random process, limit theorem, local time.
Funding agency Grant number
Russian Foundation for Basic Research 19-01-00657
The work of the third author was supported by the Russian Foundation for Basic Research (grant 19-01-00657).
Received: 18.04.2020
English version:
Theory of Probability and its Applications, 2021, Volume 66, Issue 1, Pages 58–74
DOI: https://doi.org/10.1137/S0040585X97T990253
Bibliographic databases:
Document Type: Article
MSC: 60H05, 60G57
Language: Russian
Citation: I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “Approximation of a Wiener process local time by functionals of random walks”, Teor. Veroyatnost. i Primenen., 66:1 (2021), 73–93; Theory Probab. Appl., 66:1 (2021), 58–74
Citation in format AMSBIB
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\paper Approximation of a~Wiener process local time by~functionals of random walks
\jour Teor. Veroyatnost. i Primenen.
\yr 2021
\vol 66
\issue 1
\pages 73--93
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\transl
\jour Theory Probab. Appl.
\yr 2021
\vol 66
\issue 1
\pages 58--74
\crossref{https://doi.org/10.1137/S0040585X97T990253}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85129667566}
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  • https://www.mathnet.ru/eng/tvp/v66/i1/p73
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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