Weak convergence of the Lazy Random Walk to the Brownian motion

Authors

Keywords:

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

Abstract

In this paper we consider a modification of the simple random walk, the Lazy Random Walk, and construct a family of stochastic processes from the latter that converges weakly to a standard one-dimensional Brownian motion.

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Published

2024-01-26

How to Cite

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

Issue

Vol. 8 No. 1 (2023)

Section

Articles

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