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^*

^*此作品的通讯作者

统计学院

University of Kansas

科研成果: 期刊稿件 › 文章 › 同行评审

2 引用（Scopus）

摘要

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.

源语言	英语
页（从-至）	967-974
页数	8
期刊	Stochastics
卷	86
期	6
DOI	https://doi.org/10.1080/17442508.2014.895360
出版状态	已出版 - 27 11月 2014

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10.1080/17442508.2014.895360

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title = "A second order limit law for occupation times of the Cauchy process",

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{\textendash}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

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VL - 86

SP - 967

EP - 974

JO - Stochastics

JF - Stochastics

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

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