Strong limit of processes constructed from a renewal process
We construct a family of processes, from a renewal process, that have realizations that converge almost surely to the Brownian motion, uniformly on the unit time interval. Finally, we compute the rate of convergence in a particular case.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2023-10-01
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| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/math-2023-0112 |