Weak convergence of the Lazy Random Walk to the Brownian motion

Autors/ores

Paraules clau:

weak convergence, Brownian motion, Wiener measure, Lazy Random Walk

Resum

En aquest article considerem una modificació del passeig aleatori simple, el Lazy Random Walk, i construïm una família de processos estocàstics a partir d’aquest procés que convergeix feblement cap a un moviment Brownia estàndard en una dimensió.

Descàrregues

Descàrregues

Publicat

2024-01-26

Com citar

Boukfal Lazaar, S. (2024). Weak convergence of the Lazy Random Walk to the Brownian motion. Reports@SCM, 8(1), 11–19. Retrieved from https://revistes.iec.cat/index.php/reports/article/view/151016

Número

Vol. 8 Núm. 1 (2023)

Secció

Articles

Llicència

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