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 Cet article a éte moissonné depuis la source Math-Net.Ru

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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.
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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/

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