Essays about: "Donsker’s Theorem"
Found 1 essay containing the words Donsker’s Theorem.
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1. Connection between discrete time random walks and stochastic processes by Donsker's Theorem
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : In this paper we will investigate the connection between a random walk and a continuous time stochastic process. Donsker's Theorem states that a random walk under certain conditions will converge to a Wiener process. READ MORE
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