DMTCS Proceedings, Discrete Random Walks, DRW'03

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DMTCS Conference vol AC (2003), pp. 181-190


Discrete Random Walks, DRW'03

Cyril Banderier and Christian Krattenthaler (eds.)

DMTCS Conference Volume AC (2003), pp. 181-190

author: Philippe Marchal
title: Constructing a sequence of random walks strongly converging to Brownian motion
keywords: strong convergence, simple random walk, Brownian motion
abstract: We give an algorithm which constructs recursively a sequence of simple random walks on
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.
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reference: Philippe Marchal (2003), Constructing a sequence of random walks strongly converging to Brownian motion, in Discrete Random Walks, DRW'03, Cyril Banderier and Christian Krattenthaler (eds.), Discrete Mathematics and Theoretical Computer Science Proceedings AC, pp. 181-190
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