Article ID Journal Published Year Pages File Type
10526199 Statistics & Probability Letters 2005 13 Pages PDF
Abstract
We obtain the rate of convergence of the functional limit for increments of a d-dimensional Brownian motion. As an application of the main result, we get a d-dimensional version of the result on the size of small increments of a Brownian motion.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
The rate of convergence in the functional limit theorem for increments of a Brownian motion
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