Abstract
We investigate the connection between conditional local limit theorems and the local time of integer-valued stationary processes. We show that a conditional local limit theorem (at 0) implies the convergence of local times to Mittag-Leffler distributions, both in the weak topology of distributions and a.s. in the space of distributions.
Original language | English (US) |
---|---|
Pages (from-to) | 2448-2462 |
Number of pages | 15 |
Journal | Stochastic Processes and their Applications |
Volume | 128 |
Issue number | 7 |
DOIs | |
State | Published - Jul 1 2018 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics