A d-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process
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Publication:2393655
DOI10.1007/S10986-013-9190-ZzbMATH Open1275.60033arXiv0912.2457OpenAlexW2102404446MaRDI QIDQ2393655FDOQ2393655
Authors: Xavier Bardina, Carles Rovira 
Publication date: 8 August 2013
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Abstract: We show how from an unique standard Poisson process we can build a family of processes that converges in law to a -dimensional standard Brownian motion for any .
Full work available at URL: https://arxiv.org/abs/0912.2457
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Cites Work
Cited In (6)
- The complex Brownian motion as a strong limit of processes constructed from a Poisson process
- Weak convergence of the complex fractional Brownian motion
- Strong convergence to two-dimensional alternating Brownian motion processes
- Approximations of a complex Brownian motion by processes constructed from a Lévy process
- Title not available (Why is that?)
- Nonstandard characterization of convergence in law for $D[0,1]$-valued random variables
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