Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154042 | Statistics & Probability Letters | 2008 | 11 Pages |
Abstract
We present a strong approximation result between the Cauchy's principal values of Brownian local time and general random walk local time, and obtain the law of the iterated logarithm of Cauchy's principal values of random walk local time. Furthermore, we prove some precise asymptotics in the law of the iterated logarithm of Cauchy's principal values of random walk local time.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jiwei Wen, Zhengyan Lin,