Rate of convergence of uniform transport processes to a Brownian sheet (Q2053409)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence of uniform transport processes to a Brownian sheet |
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Rate of convergence of uniform transport processes to a Brownian sheet (English)
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29 November 2021
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A Brownian sheet \(\{W(s,t):(s,t)\in [0,1]^2\}\) is a zero mean continuous process with covariance \(E[W(s_1,t_1)\,W(s_2,t_2)]=(s_1\wedge s_2)\,(t_1\wedge t_2)\). The author gives the rate of convergence to \(W\) from a family of processes constructed from a of independent standard Poisson.
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Brownian sheet
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rate of convergence
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almost sure convergence
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