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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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