Weak Convergence of a Planar Random Evolution to the Wiener Process

Alexander D. Kolesnik ()
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Alexander D. Kolesnik: Institute of Mathematics

Journal of Theoretical Probability, 2001, vol. 14, issue 2, 485-494

Abstract: Abstract The weak convergence of the distributions of a symmetrical random evolution in a plane controlled by a continuous-time homogeneous Markov chain with n, n≥3, states to the distribution of a two-dimensional Brownian motion, as the intensity of transitions tends to infinity, is proved.

Keywords: weak convergence; random evolution; random motions (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1011167815206

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