A gaussian sheet connected to symmetric Markov chains

Nathalie Eisenbaum

Séminaire de probabilités de Strasbourg (2002)

  • Volume: 36, page 331-334

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Eisenbaum, Nathalie. "A gaussian sheet connected to symmetric Markov chains." Séminaire de probabilités de Strasbourg 36 (2002): 331-334. <http://eudml.org/doc/114095>.

@article{Eisenbaum2002,
author = {Eisenbaum, Nathalie},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {symmetric Markov chain; local time; Gaussian sheet; Gaussian process},
language = {eng},
pages = {331-334},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A gaussian sheet connected to symmetric Markov chains},
url = {http://eudml.org/doc/114095},
volume = {36},
year = {2002},
}

TY - JOUR
AU - Eisenbaum, Nathalie
TI - A gaussian sheet connected to symmetric Markov chains
JO - Séminaire de probabilités de Strasbourg
PY - 2002
PB - Springer - Lecture Notes in Mathematics
VL - 36
SP - 331
EP - 334
LA - eng
KW - symmetric Markov chain; local time; Gaussian sheet; Gaussian process
UR - http://eudml.org/doc/114095
ER -

References

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  1. [CSY] Csáki E., Shi Z. and Yor M. : Fractional Brownian motions as "higher-order" fractional derivatives of Brownian local times.Preprint. Zbl1030.60073MR1979974
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  3. [E] Eisenbaum N.Théorèmes limites pour les temps locaux d'un processus stable symétrique. Séminaire de Probabilités XXXI. Lect.Notes in Maths. 1655,216-224 (1997). Errata dans Séminaire de Probas XXXIII, Lect. Notes in Maths1709,p.417 (1999). Zbl0882.60076MR1478730
  4. [EK] Ethier N. and Kurtz T.Markov Processes. Characterization and Convergence. John Wiley & Sons, Inc., New York. 1986 Zbl0592.60049
  5. [Ka] Kasahara Y. : A limit theorem for sums of random number of i.i.d. rnadom variables and its application to occupation times of markov chains. J. Math. Soc. Japan37, 197-205 (1985). Zbl0568.60039MR780659
  6. [Ke] Kesten H. : Occupation times for Markov and semi-Markov chains. Trans. Amer. Math. Soc.103, 82-112 (1962). Zbl0122.36602MR138122
  7. [PSV] Papanicolaou G.C., Stroock D.W. and Varadhan S.R.S. : Martingale approach to some limit theorems.Duke Univ. Maths. Series III, Statistical Mechanics and Dynamical Systems (1977). Zbl0387.60067MR461684
  8. [R] Rosen J. : Second order limit laws for the local times of stable processes.Sém. de Probab. XXV,Lect. Notes Math.1485,407-425, BerlinSpringer,1991. Zbl0758.60078MR1187796
  9. [Y] Yor M. : Le drap brownien comme limite en loi des temps locaux d'un mouvement brownien linéaire. Sém. de Probabilités XVII - Lect.Notes Math.986,89-105- BerlinSpringer (1983). Zbl0514.60075MR770400

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