Weak approximation
of the Wiener process from a Poisson process: the multidimensional parameter set
case.
Xavier Bardina, Maria Jolis, Carles Rovira
Departament de Matemàtiques, Edifici C, Universitat Auṭnoma
de Barcelona,
08193 Bellaterra, Barcelona, Spain
Facultat de Matemàtiques, Universitat de Barcelona,
Gran Via 585, 08007 Barcelona, Spain
Abstract
We give an approximation in law of the d-parameter Wiener process by processes constructed from a Poisson process
with parameter in R^d.
This approximation is an extension of previous results
of Stroock (1982) and Bardina and Jolis.
Published in: Statistics and Probability Letters, 50 (3), 245-255, 2000