On best possible approximations of local time

• Published in: Statistics & probability letters Vol. 8; no. 4; pp. 301 - 306
• Main Authors: CSORGO, M, HORVATH, L
• Format: Journal Article
• Language: English
• Published: Amsterdam Elsevier B.V 01.09.1989; Elsevier
• Series: Statistics & Probability Letters
• Subjects: Brownian motion (Wiener process); Exact sciences and technology; local time; Markov processes; Mathematics; Probability and statistics; Probability theory and stochastic processes; random walks; random walks Brownian motion (Wiener process) local time strong approximations (invariance principles); Sciences and techniques of general use; strong approximations (invariance principles); strong approximations (invariance principles); random walks; Brownian motion (Wiener process); local time; Brownian motion; Random variable sequence; Random walk; Convergence rate; Best approximation; Invariance principle; Wiener process
• ISSN: 0167-7152; 1879-2103
• DOI: 10.1016/0167-7152(89)90036-9

We establish best possible rates for approximating random walk local time by Brownian local time.