Displaying similar documents to “The 'local' law of the iterated logarithm for processes related to Lévy's stochastic area process”

On the left tail asymptotics for the limit law of supercritical Galton–Watson processes in the Böttcher case

Klaus Fleischmann, Vitali Wachtel (2009)

Annales de l'I.H.P. Probabilités et statistiques

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Under a well-known scaling, supercritical Galton–Watson processes converge to a non-degenerate non-negative random limit variable . We are dealing with the left tail (i.e. close to the origin) asymptotics of its law. In the Böttcher case (i.e. if always at least two offspring are born), we describe the precise asymptotics exposing oscillations (Theorem 1). Under a reasonable additional assumption, the oscillations disappear (Corollary 2). Also in the Böttcher case, we improve a recent...

Random walk local time approximated by a brownian sheet combined with an independent brownian motion

Endre Csáki, Miklós Csörgő, Antónia Földes, Pál Révész (2009)

Annales de l'I.H.P. Probabilités et statistiques

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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.