Strong limit of processes constructed from a renewal proces
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Publication:6420140
arXiv2212.05312MaRDI QIDQ6420140FDOQ6420140
Authors: Xavier Bardina, Carles Rovira
Publication date: 10 December 2022
Abstract: We construct a family of processes, from a renewal process, that have realizations that converge almost surely to the Brownian motion, uniformly on the unit time interval. Finally we compute the rate of convergence in a particular case.
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