Time Change Approach to Generalized Excursion Measures,
and its Application to Limit Theorems
### Time Change Approach to Generalized Excursion Measures,
and its Application to Limit Theorems

#### P. J. Fitzsimmons, K. Yano

It is proved that generalized excursion measures can be constructed
via time change of Itô's Brownian excursion measure.
A tightness-like condition on strings is introduced
to prove a convergence theorem of generalized excursion measures.
The convergence theorem is applied to obtain a conditional limit theorem,
a kind of invariance principle where the limit is the Bessel meander.

A hard copy of this manuscript is available from the
first-named author upon request.

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(Version of September 5, 2006)

The manuscript is also available at arXiv.org--click here.

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August 22, 2006