Rate of convergence of uniform transport processes to a Brownian sheet
We give the rate of convergence to a Brownian sheet from a family of processes constructed starting from a set of independent standard Poisson processes. These processes have realizations that converge almost surely to the Brownian sheet, uniformly in the unit square.
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| Format: | Article |
| Language: | English |
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De Gruyter
2020-07-01
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| Series: | Open Mathematics |
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| Online Access: | https://doi.org/10.1515/math-2020-0041 |