Open Access
July, 1994 Exact Rates of Convergence to Brownian Local Time
Davar Khoshnevisan
Ann. Probab. 22(3): 1295-1330 (July, 1994). DOI: 10.1214/aop/1176988604
Abstract

In this article we are mainly concerned with proving lower bounds on some uniform approximation schemes for the local times of one-dimensional Brownian motion. Consequently, this leads to many exact limit theorems for Brownian local times. The latter results are Paul Levy's occupation time approximation, the downcrossing theorem and an intrinsic construction.

Khoshnevisan: Exact Rates of Convergence to Brownian Local Time
Copyright © 1994 Institute of Mathematical Statistics
Davar Khoshnevisan "Exact Rates of Convergence to Brownian Local Time," The Annals of Probability 22(3), 1295-1330, (July, 1994). https://doi.org/10.1214/aop/1176988604
Published: July, 1994
Vol.22 • No. 3 • July, 1994
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