Essays about: "Zandra Bernergård"

Found 1 essay containing the words Zandra Bernergård.

  1. 1. Connection between discrete time random walks and stochastic processes by Donsker's Theorem

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Zandra Bernergård; [2020]
    Keywords : Donsker’s Theorem; convergence; wiener process; random walk;

    Abstract : 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