Another approach to Brownian motion

Magda Peligrad and Sergey Utev

Stochastic Processes and their Applications, 2006, vol. 116, issue 2, 279-292

Abstract: Motivated by the central limit theorem for weakly dependent variables, we show that the Brownian motion {X(t);t[set membership, variant][0,1]}, can be modeled as a process with independent increments, satisfying the following limiting condition.almost surely for all 0[less-than-or-equals, slant]s 0, p[set membership, variant][1,2), A>0 and B,C[greater-or-equal, slanted]0).

Keywords: Lévy; process; Brownian; motion; Processes; with; independent; increments; Central; limit; theorem; Weakly; dependent; sequences (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(05)00127-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:116:y:2006:i:2:p:279-292

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().