On the supremum of iterated local time

E. Csáki, Miklós Csörgö, Antónia Földes, P. Á L Révész

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

We obtain upper and lower class integral tests for the space-wise supremum of the iterated local time of two independent Wiener processes. We then establish a strong invariance principle between this iterated local time and the local time process of the simple symmetric random walk on the two-dimensional comb lattice. The latter, in turn, enables us to conclude upper and lower class tests for the local time of simple symmetric random walk on the two-dimensional comb lattice as well.

Original languageEnglish
Pages (from-to)255-270
Number of pages16
JournalPublicationes Mathematicae
Volume76
Issue number3-4
Publication statusPublished - 2010

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Local Time
Supremum
Random walk
Strong Invariance Principle
Integral Test
Wiener Process
Class

Keywords

  • Iterated local time
  • Local time
  • Random walk
  • Strong approximation
  • Wiener process

ASJC Scopus subject areas

  • Mathematics(all)

Cite this

Csáki, E., Csörgö, M., Földes, A., & Révész, P. Á. L. (2010). On the supremum of iterated local time. Publicationes Mathematicae, 76(3-4), 255-270.

On the supremum of iterated local time. / Csáki, E.; Csörgö, Miklós; Földes, Antónia; Révész, P. Á L.

In: Publicationes Mathematicae, Vol. 76, No. 3-4, 2010, p. 255-270.

Research output: Contribution to journalArticle

Csáki, E, Csörgö, M, Földes, A & Révész, PÁL 2010, 'On the supremum of iterated local time', Publicationes Mathematicae, vol. 76, no. 3-4, pp. 255-270.
Csáki E, Csörgö M, Földes A, Révész PÁL. On the supremum of iterated local time. Publicationes Mathematicae. 2010;76(3-4):255-270.
Csáki, E. ; Csörgö, Miklós ; Földes, Antónia ; Révész, P. Á L. / On the supremum of iterated local time. In: Publicationes Mathematicae. 2010 ; Vol. 76, No. 3-4. pp. 255-270.
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