A d-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process

DOI10.1007/S10986-013-9190-ZzbMATH Open1275.60033OpenAlexW2102404446MaRDI QIDQ2393655FDOQ2393655

Authors Xavier Bardina, Carles Rovira

Publication date 8 August 2013

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0912.2457

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Abstract: We show how from an unique standard Poisson process we can build a family of processes that converges in law to a $d$-dimensional standard Brownian motion for any $dge1$.

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• scientific article; zbMATH DE number 3052578 (Why is no real title available?)
• Diffusion with “collisions” between particles
• Lectures on topics in stochastic differential equations

Cited in

(6)

• Approximations of a complex Brownian motion by processes constructed from a Lévy process
• Strong convergence to two-dimensional alternating Brownian motion processes
• scientific article; zbMATH DE number 3986295 (Why is no real title available?)
• Nonstandard characterization of convergence in law for $D[0,1]$-valued random variables
• The complex Brownian motion as a strong limit of processes constructed from a Poisson process
• Weak convergence of the complex fractional Brownian motion

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