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How big are the increments of the local time of a recurrent random walk?

✍ Scribed by E. Csáki; A. Földes


Publisher
Springer
Year
1983
Tongue
English
Weight
523 KB
Volume
65
Category
Article
ISSN
1432-2064

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In this paper, the limit theorems on lag increments of a Wiener process due to Chen, Kong and Lin [1] are developed to the case of a Gaussian process via estimating upper bounds of large deviation probabilities on suprema of the Gaussian process.