Weight functions and pathwise local central limit theorems

This paper is concerned with weak convergence together with convergence rates in weighted almost sure local central limit theorems for random walks. The main tools are stochastic calculus and strong approximations.

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Year of publication:	1995
Authors:	Horvath, Lajos ; Khoshnevisan, Davar
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 59.1995, 1, p. 105-123
Publisher:	Elsevier
Keywords:	Random walks Logarithmic averages Ornstein-Uhlenbeck process Local times

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875396