Limit theorems on occupation times for perturbed random walks
作者:
Mei Wang,
期刊:
Sequential Analysis
(Taylor Available online 1996)
卷期:
Volume 15,
issue 2-3
页码: 103-122
ISSN:0747-4946
年代: 1996
DOI:10.1080/07474949608836355
出版商: Marcel Dekker, Inc.
关键词: Local limit theorem;Edgeworth expansion;Slow Variation;Perturbed random walks;Occupation times
数据来源: Taylor
摘要:
Let F be a strongly non-lattice distribution function with mean zero variance one, and a finite third moment.Let X1, X2,… be i.i.d. with common distribution function F. Let Sn= X1+ X2+…+ Xnand ξnbe random variables independent of Xn+1, Xn+2,…for n = 1,2,....The main results reported here are two limit theorems (Theorem 3 and Theorem 11) on occupation times for a type perturbed random walks Zn= Sn+ ξnwhen ξn's are slowly changing (also called slowly varying in this paper). A stone type local limit theorem, an Edgeworth expansion and an invariance principle are used in the proofs.
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