2 papers
math.PR2017
On the local times of stationary processes with conditional local limit theorems
Manfred Denker, Xiaofei Zheng
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…
math.PR2017
Occupation times of discrete-time fractional Brownian motion
Manfred Denker, Xiaofei Zheng
We prove a conditional local limit theorem for discrete-time fractional Brownian motions (dfBm) with Hurst parameter 3/4<H<1. Using results from infinite ergodic theory it is then…