Rosen's fourth-power central limit conjecture for Brownian local time increments
Rosen's fourth-power central limit conjecture for Brownian local time increments
Let be Brownian motion, let denote its local time at , and define the increment
Let be independent of . Rosen's conjecture. It holds that
This extends the established central limit theorems for lower powers of Brownian local-time increments; the source explains that Rosen's method-of-moments proof for the third power does not extend to powers higher than three, so the displayed fourth-power limit remains conjectural.
Sources & referencesView supporting material
Primary source
Simon Campese, “A limit theorem for moments in space of the increments of Brownian local time”, arXiv:1506.07358 (2015).
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