This paper establishes a rate of convergence of a random walk to Brownian motion which is nearly best possible. The Skorokhod representation is employed in the proof.
Publié le : 1973-08-14
Classification:
Random walk,
Brownian motion,
Levy distance,
Skorokhod representation,
rate of convergence
@article{1176996896,
author = {Fraser, David F.},
title = {The Rate of Convergence of a Random Walk to Brownian Motion},
journal = {Ann. Probab.},
volume = {1},
number = {5},
year = {1973},
pages = { 699-701},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996896}
}
Fraser, David F. The Rate of Convergence of a Random Walk to Brownian Motion. Ann. Probab., Tome 1 (1973) no. 5, pp. 699-701. http://gdmltest.u-ga.fr/item/1176996896/