Strong approximations of Brownian sheet by uniform transport processes.

Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transport processes that converges almost surely to the standard Brownian motion, uniformly on the unit time interval. In this paper we extend their results to the multi paramete...

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Detalles Bibliográficos
Autores: Bardina i Simorra, Xavier, Ferrante, Marco, Rovira Escofet, Carles
Tipo de recurso: artículo
Estado:Versión aceptada para publicación
Fecha de publicación:2019
País:España
Institución:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repositorio:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:2445/208110
Acceso en línea:https://hdl.handle.net/2445/208110
Access Level:acceso abierto
Palabra clave:Processos de difusió
Teoremes de límit (Teoria de probabilitats)
Processos gaussians
Diffusion processes
Limit theorems (Probability theory)
Gaussian processes
Descripción
Sumario:Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transport processes that converges almost surely to the standard Brownian motion, uniformly on the unit time interval. In this paper we extend their results to the multi parameter case. We begin constructing a family of processes, starting from a set of independent standard Poisson processes, that has realizations that converge almost surely to the Brownian sheet, uniformly on the unit square. At the end the extension to the d-parameter Wiener processes is presented.