A second order limit law for occupation times of the Cauchy process

David Nualart; Fangjun Xu

doi:10.1080/17442508.2014.895360

A second order limit law for occupation times of the Cauchy process

David Nualart
, Fangjun Xu^*

^*Corresponding author for this work

School of Statistics

University of Kansas

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

The purpose of this note is to extend a second order limit law for one dimensional Cauchy process obtained in Kasahara (Y. Kasahara, Limit theorems for occupation times of Markov processes, Publ. RIMS, Kyoto Univ. 12 (1977), pp. 801–818), using the method of moments and some kind of chaining argument.

Original language	English
Pages (from-to)	967-974
Number of pages	8
Journal	Stochastics
Volume	86
Issue number	6
DOIs	https://doi.org/10.1080/17442508.2014.895360
State	Published - 27 Nov 2014

Keywords

Cauchy process
chaining argument
limit law
method of moments

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10.1080/17442508.2014.895360

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abstract = "The purpose of this note is to extend a second order limit law for one dimensional Cauchy process obtained in Kasahara (Y. Kasahara, Limit theorems for occupation times of Markov processes, Publ. RIMS, Kyoto Univ. 12 (1977), pp. 801–818), using the method of moments and some kind of chaining argument.",

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AB - The purpose of this note is to extend a second order limit law for one dimensional Cauchy process obtained in Kasahara (Y. Kasahara, Limit theorems for occupation times of Markov processes, Publ. RIMS, Kyoto Univ. 12 (1977), pp. 801–818), using the method of moments and some kind of chaining argument.

KW - Cauchy process

KW - chaining argument

KW - limit law

KW - method of moments

UR - https://www.scopus.com/pages/publications/84908155147

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DO - 10.1080/17442508.2014.895360

M3 - 文章

AN - SCOPUS:84908155147

SN - 1744-2508

VL - 86

SP - 967

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JO - Stochastics

JF - Stochastics

IS - 6

ER -

A second order limit law for occupation times of the Cauchy process

Abstract

Keywords

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