Constructing a sequence of random walks strongly converging to Brownian motion

We give an algorithm which constructs recursively a sequence of simple random walks on $\mathbb{Z}$ converging almost surely to a Brownian motion. One obtains by the same method conditional versions of the simple random walk converging to the excursion, the bridge, the meander or the normalized pseu...

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Autore principale:	Philippe Marchal
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	Discrete Mathematics & Theoretical Computer Science 2003-01-01
Serie:	Discrete Mathematics & Theoretical Computer Science
Soggetti:	strong convergence simple random walk brownian motion [info.info-ds] computer science [cs]/data structures and algorithms [cs.ds] [info.info-dm] computer science [cs]/discrete mathematics [cs.dm] [math.math-co] mathematics [math]/combinatorics [math.co] [info.info-cg] computer science [cs]/computational geometry [cs.cg]
Accesso online:	https://dmtcs.episciences.org/3335/pdf
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