• Bernoulli
  • Volume 14, Number 4 (2008), 963-987.

Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line

Kouji Yano

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Invariance principles are obtained for a Markov process on a half-line with continuous paths on the interior. The domains of attraction of the two different types of self-similar processes are investigated. Our approach is to establish convergence of excursion point processes, which is based on Itô’s excursion theory and a recent result on convergence of excursion measures by Fitzsimmons and the present author.

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Bernoulli Volume 14, Number 4 (2008), 963-987.

First available in Project Euclid: 6 November 2008

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Feller’s boundary condition functional limit theorems invariance principles Itô’s excursion theory


Yano, Kouji. Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line. Bernoulli 14 (2008), no. 4, 963--987. doi:10.3150/08-BEJ132.

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