On the local time of a recurrent random walk on ℤ²

We prove a functional limit theorem for the number of visits by a planar random walk on Z 2 \mathbb {Z}^2 with zero mean and finite second moment to the points of a fixed finite set P ⊂ Z 2 P\subset \mathbb {Z}^2 . The proof is based on the analysis of an accompanying random process with immigration at renewal epochs in case when the inter-arrival distribution has a slowly varying tail.

Measures on Metric Spaces

This chapter lays the foundations for functional limit theory, considering the case of general metric spaces from a topological standpoint. The issues of separability and measurability and techniques for assigning measures in metric spaces are then discussed, developing tools to replace the methods of characteristic functions and the inversion theorem used for real sequences. The key cases of function spaces are studied and in particular the case C of continuous functions on the unit interval. Weiner measure (Brownian motion) is defined as the leading case of a measure on C.

Functional limit theorems for power series with rapid decay of moving averages of Hermite processes

We aim to obtain a homogenization theorem for a passive tracer interacting with a fractional, possibly non-Gaussian, noise. To do so, we analyze limit theorems for normalized functionals of Hermite–Volterra processes and extend existing results to cover power series with fast decaying coefficients. We obtain either convergence to a Wiener process, in the short-range dependent case, or to a Hermite process, in the long-range dependent case. Furthermore, we prove convergence in the multivariate case with both, short- and long-range dependent components. Applying this theorem, we obtain a homogenization result for a slow/fast system driven by such Hermite noises.