首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Two hyperfinite constructions of the brownian bridge
Authors:Gonzalo R Mendieta
Institution:Department of Mathematics and Statistic , Wichita State University
Abstract: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
Keywords:First Passage Problem  Theory of Fluctuations  Compound Processes  Modulated Random Measures  Markov Process  Delayed Renewal Process  Semi-Regenerative Process  Queueing System  Bulk Arrivals  Bulk Service  Random Server Capacity  Queueing Process
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号