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Strong laws and limit theorems for local time of Markov processes
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  • Published: September 1990

Strong laws and limit theorems for local time of Markov processes

  • Lajos Horvath1 

Probability Theory and Related Fields volume 85, pages 413–424 (1990)Cite this article

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  • 2 Citations

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Summary

The local time of a Markov process can be constructed from the length of small excursions. We obtain the exact almost sure rate of this construction. We also prove a functional limit theorem for the difference between the length of small excursions and the local time at zero.

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Authors and Affiliations

  1. Department of Mathematics, University of Utah, 84112, Salt Lake City, UT, USA

    Lajos Horvath

Authors
  1. Lajos Horvath
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Cite this article

Horvath, L. Strong laws and limit theorems for local time of Markov processes. Probab. Th. Rel. Fields 85, 413–424 (1990). https://doi.org/10.1007/BF01193946

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  • Received: 08 September 1988

  • Revised: 13 November 1989

  • Issue Date: September 1990

  • DOI: https://doi.org/10.1007/BF01193946

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Keywords

  • Stochastic Process
  • Probability Theory
  • Limit Theorem
  • Markov Process
  • Local Time
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