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5. LIMIT THEOREMS FOR THE ESTIMATION OF L1 INTEGRALS USING THE BROWNIAN MOTION

LIMIT THEOREMS FOR THE ESTIMATION OF L1 INTEGRALS USING THE BROWNIAN MOTION

来源 :The 11th Workshop on Markov Processes and Related topics(第十一 | 被引量 : 0次 | 上传用户：ywdiy_cn

【摘 要】

：

　　In this talk,we will provide a point estimate for integrals on the real line,based on the standard Brownian motion.The consistency of the estimator and limi

【作 者】

：

KrishnaB.Athreya[1]RaoulNormand[2]VivekanandaRoy[1]Sheng-JhihWU[3] 

【机 构】

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Iowa State University,USA

【出 处】

：

The 11th Workshop on Markov Processes and Related topics(第十一

【发表日期】

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2015年期

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　　In this talk,we will provide a point estimate for integrals on the real line,based on the standard Brownian motion.The consistency of the estimator and limit theorems for the uctuations will be shown.The proof relies on computing the distribution of the local time of a Brownian motion at a specific stopping time.

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