|title:||Constructing a sequence of random walks strongly converging to Brownian motion|
|keywords:||strong convergence, simple random walk, Brownian motion|
We give an algorithm which constructs recursively a
sequence of simple random walks on
Zconverging 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|
|bibtex:||For a corresponding BibTeX entry, please consider our BibTeX-file.|
|ps.gz-source:||dmAC0117.ps.gz (36 K)|
|ps-source:||dmAC0117.ps (104 K)|
|pdf-source:||dmAC0117.pdf (96 K)|
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