Philippe Marchal
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Constructing a sequence of random walks strongly converging to Brownian motion
dmtcs:3335 -
Discrete Mathematics & Theoretical Computer Science,
January 1, 2003,
DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03)
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https://doi.org/10.46298/dmtcs.3335Constructing a sequence of random walks strongly converging to Brownian motionConference paper
Authors: Philippe Marchal 1
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Philippe Marchal
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 pseudobridge.
Volume: DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03)
Section: Proceedings
Published on: January 1, 2003
Imported on: May 10, 2017
Keywords: [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], [en] strong convergence, simple random walk, Brownian motion