Constructing a sequence of random walks strongly converging to Brownian motion
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 pseu...
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| Format: | Article |
| Language: | English |
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Discrete Mathematics & Theoretical Computer Science
2003-01-01
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| Series: | Discrete Mathematics & Theoretical Computer Science |
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| Online Access: | https://dmtcs.episciences.org/3335/pdf |