Bootstrap random walks

DOI10.1016/j.spa.2015.11.016zbMath1336.60086arXiv1508.02840OpenAlexW1917624480MaRDI QIDQ271849

Meng Shi, Andrea Collevecchio, Kais Hamza

Publication date: 20 April 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.02840

zbMATH Keywords

random walksBrownian motionfunctional limit theorem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Strong convergence to two-dimensional alternating Brownian motion processes ⋮ Noise sensitivity and exceptional times of transience for a simple symmetric random walk in one dimension ⋮ Invariance principle for biased bootstrap random walks ⋮ Continuity of utility maximization under weak convergence ⋮ Limit theorems and ergodicity for general bootstrap random walks

Cites Work

• Unnamed Item
• Probability with Martingales
• Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach

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