|A. FÖLDES, The College of Staten Island, CUNY, New York, New York, USA|
|About the local time of random walk and Brownian motion|
The local time of the random walk and the local time of the Brownian motion (just like the processes themselves) share many properties. Strong approximation results will be discussed for the partial sum process of i.i.d. sequence of vectors having dependent components, where the components of the approximating process are independent. Applications of these results for additive functionals of random walk in one and two dimensions and for Brownian motion will also be given. This is a joint work with E. Csáki.