Geodesic
Constructing a sequence of random walks strongly converging to Brownian motion
Discrete mathematics & theoretical computer science, DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03), DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03) (2003).

Voir la notice de l'article provenant de la source Episciences

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 pseudobridge. 
@article{DMTCS_2003_special_248_a15,
     author = {Marchal, Philippe},
     title = {Constructing a sequence of random walks strongly converging to {Brownian} motion},
     journal = {Discrete mathematics & theoretical computer science},
     publisher = {mathdoc},
     volume = {DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03)},
     year = {2003},
     doi = {10.46298/dmtcs.3335},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.3335/}
}
TY  - JOUR
AU  - Marchal, Philippe
TI  - Constructing a sequence of random walks strongly converging to Brownian motion
JO  - Discrete mathematics & theoretical computer science
PY  - 2003
VL  - DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03)
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.3335/
DO  - 10.46298/dmtcs.3335
LA  - en
ID  - DMTCS_2003_special_248_a15
ER  - 
%0 Journal Article
%A Marchal, Philippe
%T Constructing a sequence of random walks strongly converging to Brownian motion
%J Discrete mathematics & theoretical computer science
%D 2003
%V DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03)
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.3335/
%R 10.46298/dmtcs.3335
%G en
%F DMTCS_2003_special_248_a15
Marchal, Philippe. Constructing a sequence of random walks strongly converging to Brownian motion. Discrete mathematics & theoretical computer science, DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03), DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03) (2003). doi : 10.46298/dmtcs.3335. http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.3335/

Cité par Sources :