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We investigate the connection between conditional local limit theorems and the local time of integer-valued stationary processes. We show that a conditional local limit theorem (at 0) implies the convergence… Click to show full abstract
We investigate the connection between conditional local limit theorems and the local time of integer-valued stationary processes. We show that a conditional local limit theorem (at 0) implies the convergence of local times to Mittag-Leffler distributions, both in the weak topology of distributions and a.s. in the space of distributions.
Keywords:
local limit;
limit theorems;
conditional local;
stationary processes;
local times
Journal Title: Stochastic Processes and their Applications
Year Published: 2017
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Journal Title: Stochastic Processes and their Applications
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!