柯西过程占用时间的二阶极限律

Pub Date : 2014-10-24 DOI:10.1080/17442508.2014.895360

D. Nualart, Fangjun Xu

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引用次数: 1

摘要

本文的目的是推广Kasahara (Y. Kasahara, Markov过程占用时间的极限定理)中得到的一维Cauchy过程的二阶极限律。RIMS，京都大学12(1977)，第801-818页)，使用矩量法和某种链式论证。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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

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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