A coupling proof of weak convergence

DOI10.2307/3213788MaRDI QIDQ3683303zbMATH OpenOpenAlexFDO

Authors Peter Guttorp, Reg J. Kulperger, Richard A. Lockhart

Publication date 1985

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213788

zbMATH Keywords

reflected Brownian motionreflected random walkSlutsky's theorem

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

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Cited in

(4)

• On coupling and weak convergence to stationarity
• scientific article; zbMATH DE number 90006 (Why is no real title available?)
• On the convergence of 2-dimensional markov chains in quadrants with boundary reflection
• Weak convergence theorem of a nonnegative random walk to sticky reflected Brownian motion

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