A CLT FOR THE THIRD INTEGRATED MOMENT OF BROWNIAN LOCAL TIME INCREMENTS
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Let [Formula: see text] denote the local time of Brownian motion. Our main result is to show that for each fixed t[Formula: see text] as h → 0, where η is a normal random variable with mean zero and variance one, that is independent of [Formula: see text]. This generalizes our previous result for the second moment. We also explain why our approach will not work for higher moments.
2014 ◽
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2007 ◽
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1989 ◽
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1987 ◽
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