Geodesic
Approximation of a~Wiener process local time by~functionals of random walks
Teoriâ veroâtnostej i ee primeneniâ, Tome 66 (2021) no. 1, pp. 73-93

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
@article{TVP_2021_66_1_a3,
     author = {I. A. Ibragimov and N. V. Smorodina and M. M. Faddeev},
     title = {Approximation of {a~Wiener} process local time by~functionals of random walks},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {73--93},
     publisher = {mathdoc},
     volume = {66},
     number = {1},
     year = {2021},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2021_66_1_a3/}
}
TY  - JOUR
AU  - I. A. Ibragimov
AU  - N. V. Smorodina
AU  - M. M. Faddeev
TI  - Approximation of a~Wiener process local time by~functionals of random walks
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2021
SP  - 73
EP  - 93
VL  - 66
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2021_66_1_a3/
LA  - ru
ID  - TVP_2021_66_1_a3
ER  - 
%0 Journal Article
%A I. A. Ibragimov
%A N. V. Smorodina
%A M. M. Faddeev
%T Approximation of a~Wiener process local time by~functionals of random walks
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2021
%P 73-93
%V 66
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2021_66_1_a3/
%G ru
%F TVP_2021_66_1_a3
I. A. Ibragimov; N. V. Smorodina; M. M. Faddeev. Approximation of a~Wiener process local time by~functionals of random walks. Teoriâ veroâtnostej i ee primeneniâ, Tome 66 (2021) no. 1, pp. 73-93. http://geodesic.mathdoc.fr/item/TVP_2021_66_1_a3/