Rate of convergence of uniform transport processes to a Brownian sheet (Q2053409): Difference between revisions

A Brownian sheet \(\{W(s,t):(s,t)\in [0,1]^2\}\) is a zero mean continuous process with covariance \(E[W(s_1,t_1)\,W(s_2,t_2)]=(s_1\wedge s_2)\,(t_1\wedge t_2)\). The author gives the rate of convergence to \(W\) from a family of processes constructed from a of independent standard Poisson.