Lévy's Brownian motion as a set-indexed process and a related central limit theorem (Q1070635)
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| Language | Label | Description | Also known as |
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| English | Lévy's Brownian motion as a set-indexed process and a related central limit theorem |
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Lévy's Brownian motion as a set-indexed process and a related central limit theorem (English)
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1985
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A representation of Lévy's Brownian motion with multi-dimensional time is given as a set-indexed process with independent increments. This construction yields a unified approach of Lévy's Brownian motion and the Brownian sheet, where a particular family of spheres plays the same basic role for Lévy's Brownian motion as the family of rectangles plays for the Brownian sheet. Some related limit theorems are proved for a natural family of set-indexed empirical processes.
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Brownian motion with multi-dimensional time
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set-indexed process with independent increments
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Brownian sheet
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empirical processes
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