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A Ratio Ergodic Theorem for Brownian Additive Functionals with Infinite Mean

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Abstract

We determine the asymptotic behaviour of the ratio of certain additive functionals of a linear Brownian motion, solving a problem raised by Erickson.

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Bertoin, J. A Ratio Ergodic Theorem for Brownian Additive Functionals with Infinite Mean. Potential Analysis 7, 615–621 (1997). https://doi.org/10.1023/A:1017929801399

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  • DOI: https://doi.org/10.1023/A:1017929801399

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