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Approximation of a Wiener Process Local Time by Functionals of Random Walks
Theory of Probability and Its Applications ( IF 0.5 ) Pub Date : 2021-05-06 , DOI: 10.1137/s0040585x97t990253
I. A. Ibragimov , N. V. Smorodina , M. M. Faddeev

Theory of Probability &Its Applications, Volume 66, Issue 1, Page 58-74, January 2021.
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.


中文翻译:

通过随机游走函数逼近维纳过程本地时间

Theory of Probability & Its Applications,第 66 卷,第 1 期,第 58-74 页,2021 年 1 月
。考虑了由弱收敛到维纳过程的同分布随机变量的总和构成的复合泊松过程序列。这些过程的某些泛函显示在分布上收敛于维纳过程的本地时间。
更新日期:2021-07-15
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