Limit Theorem on Convergence to the Local Time of a Brownian Bridge
An integer random walk $$\{S_{i},\,i\geq 0\}$$ with zero drift and finite variance $$\sigma^{2}$$ is considered. For a random process that assigns, to a variable $$u\in \mathbb{R}$$ , the number of hits of the specified walk into the state $$\lfloor u\sigma\sqrt n\rfloor $$ up to time $$n$$ and is considered under the condition that $$S_{n}=0$$ , a functional limit theorem concerning convergence of the process to the local time of the Brownian bridge is proved.
Authors
- Valeriy Ivanovich Afanasyev (ORCID: https://orcid.org/0000-0002-6086-7330)
Institutions
- Russian Academy of Sciences (RU)
- Steklov Mathematical Institute (RU)
Publication Details
- Journal
- Mathematical Notes
- Published
- 2024-12-01
- DOI
- https://doi.org/10.1134/s0001434624110014
- Primary Topic
- Stochastic processes and statistical mechanics
- Type
- article
- Field-Weighted Citation Impact
- 0.00