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- W2019704584 abstract "Let ${L^{x}_{t} ; (x,t)in R^{1}times R^{1}_{+}}$ denote the local time of Brownian motion. Our main result is to show that for each fixed $t$ $${int (L^{x+h}_t- L^x_t)^3 dx-12hint (L^{x+h}_t - L^x_t)L^x_t dx-24h^{2}tover h^2} stackrel{mathcal{L}}{Longrightarrow}sqrt{192}(int (L^x_t)^3dx)^{1/2}eta$$ as $hto 0$, where $eta$ is a normal random variable with mean zero and variance one that is independent of $L^{x}_{t}$. This generalizes our previous result for the second moment. We also explain why our approach will not work for higher moments" @default.
- W2019704584 created "2016-06-24" @default.
- W2019704584 creator A5033076994 @default.
- W2019704584 date "2009-07-15" @default.
- W2019704584 modified "2023-09-27" @default.
- W2019704584 title "A CLT for the third integrated moment of Brownian local time increments" @default.
- W2019704584 cites W2021858357 @default.
- W2019704584 hasPublicationYear "2009" @default.
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