A $d$-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process
Probability
2009-12-15 v1
Abstract
We show how from an unique standard Poisson process we can build a family of processes that converges in law to a -dimensional standard Brownian motion for any .
Keywords
Cite
@article{arxiv.0912.2457,
title = {A $d$-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process},
author = {Xavier Bardina Carles Rovira},
journal= {arXiv preprint arXiv:0912.2457},
year = {2009}
}