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Two hyperfinite constructions of the brownian bridge

 

作者: GonzaloR. Mendieta,  

 

期刊: Stochastic Analysis and Applications  (Taylor Available online 1989)
卷期: Volume 7, issue 1  

页码: 75-88

 

ISSN:0736-2994

 

年代: 1989

 

DOI:10.1080/07362998908809168

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

Infinitesimal Analysis is used to give two constructions of the brownian bridge process. In the first construction a hyperfinite tied down random walk is used and a brownian bridge is obtained via the standard part map. As a consequence it is shown that the brownian bridge is the weak limit of a sequence of normalized tied down random walks. The second construction is based on a hyperfinite uniform empirical process. This construction gives an almost trivial proof of Donsker's Invariance Principle for the uniform empirical process

 

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