Reinforced weak convergence of stochastic processes (Q2483844)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Reinforced weak convergence of stochastic processes
scientific article

    Statements

    Reinforced weak convergence of stochastic processes (English)
    0 references
    0 references
    1 August 2005
    0 references
    The sequence of stochastic processes \(X_n\) on \(C[0,1]\) is considered. This sequence is polynomially convergent if \(EF(X_n)\to EF(X)\) for continuous functionals \(F\) of polynomial growth. The main theorem gives two conditions for the polynomial convergence \(X_n\) to \(X\). The polynomial convergence is implied by the ``strong approximation''. The main theorem applies to the contour of simple trees, that is the process of the height of leaves. The polynomial convergence of two important classes of processes to the Brownian excursion is proved. Some discrete excursions converge polynomially to the Brownian excursion. The depth first walk associated to simple trees can have the same property.
    0 references
    excursions
    0 references
    functionals of trees
    0 references
    0 references

    Identifiers