Invariance principles for ranked excursion lengths and heights.
Large favourite sites of simple random walk and the Wiener process.
On the increments of the principal value of Brownian local time.
Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space.
Strong limit theorems for a simple random walk on the 2-dimensional comb.
Functional laws of the iterated logarithm for local times of recurrent random walks on
On the joint distribution of the maximum and its location for a linear diffusion
Random walk local time approximated by a brownian sheet combined with an independent brownian motion
Let (, ) be the local time of a simple symmetric random walk on the line. We give a strong approximation of the centered local time process (, )−(0, ) in terms of a brownian sheet and an independent Wiener process (brownian motion), time changed by an independent brownian local time. Some related results and consequences are also established.
Fernique type inequalities and moduli of continuity for l2-valued Ornstein-Uhlenbeck Processes
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