Stochastic random walk summability
type: Item
instance of: scholarly article
title: Stochastic random walk summability
zbMATH Open document ID: 0597.60060
DOI: 10.1007/BF01164018
author: Lajos Horváth
published in: Mathematische Zeitschrift
publication date: 1986-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/173747
review text: The author is concerned with the random walk family of summability methods as introduced by \textit{N. H. Bingham} [Math. Z. 186, 273-286 (1984; Zbl 0525.60031); J. Lond. Math. Soc., II. Ser. 29, 141-146 (1984; Zbl 0501.40006) and ibid. 30, 281-287 (1984; Zbl 0518.40002)]. These include the Euler, Borel, Meyer-König (or Laurent), and Valiron methods. Convergence to the Wiener process of the partial sums process of random walk summation is shown to hold under suitable assumptions.
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 3962896
zbMATH Keywords: summability methods
zbMATH Keywords: Convergence to the Wiener process
reviewed by: Marius Iosifescu
MaRDI profile type: Publication
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OpenAlex ID: W2379612194
description: scientific article; zbMATH DE number 3962896