A d-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process

Xavier Bardina, Carles Rovira

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Abstract

We show how from a unique standard Poisson process we can build a family of processes that converges in law to a d-dimensional standard Brownian motion for any d ≥ 1. © 2013 Springer Science+Business Media New York.
Original languageEnglish
Pages (from-to)17-26
JournalLithuanian Mathematical Journal
Volume53
DOIs
Publication statusPublished - 12 Mar 2013

Keywords

  • Poisson process
  • d-dimensional Brownian motion
  • weak approximations

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