Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps

2019/07/18 by Kosuke Yamato, Yamato, Kosuke, Kouji Yano +1
Mathematics · Physics and Astronomy · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics

paper · doi:10.48550/arxiv.1907.07925

openalex publication_date 2019/07/18 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

For positive recurrent jumping-in diffusions with small jumps, we establish distributional limits of the fluctuations of inverse local times and occupation times. For this purpose, we introduce and utilize eigenfunctions with modified Neumann boundary condition and apply the Krein-Kotani correspondence.

Citations

• The Parabolic Differential Equations and the Associated Semi-Groups of Transformations

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