Article ID Journal Published Year Pages File Type
1154042 Statistics & Probability Letters 2008 11 Pages PDF
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.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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