The rate of convergence in the functional limit theorem for increments of a Brownian motion

被引：13

作者：

Gao, FQ ^{[1
]}

Wang, QH

机构：

[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China

[2] Hubei Univ, Dept Math, Wuhan 430062, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2005年 / 73卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Brownian motion; functional limit; rate of convergence;

D O I：

10.1016/j.spl.2004.11.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We obtain the rate of convergence of the functional limit for increments of a d-dimensional Brownian motion. As an application of the main result, we get a d-dimensional version of the result on the size of small increments of a Brownian motion. (c) 2004 Published by Elsevier B.V.

引用

页码：165 / 177

页数：13

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