Timeline for Is the nearest walk to Brownian motion approximately uniform?
Current License: CC BY-SA 2.5
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| Apr 13, 2017 at 12:58 | history | edited | CommunityBot |
replaced http://mathoverflow.net/ with https://mathoverflow.net/
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| Sep 30, 2010 at 9:25 | history | edited | Bjørn Kjos-Hanssen | CC BY-SA 2.5 |
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| Sep 12, 2010 at 16:50 | comment | added | Bjørn Kjos-Hanssen | @fedja: in that case I guess there is the Skorokhod embedding which you may be thinking of. The sequence of walks should be close to uniform and converge at a close to optimal rate for the application I have in mind (which is to answer Question 5.1 in my paper math.hawaii.edu/~bjoern/Publications/… with Szabados). | |
| Sep 12, 2010 at 16:20 | comment | added | fedja | Are you just trying to create some sequence of random walks that converges to $W$ uniformly almost surely or you are more ambitious than that? | |
| Sep 12, 2010 at 15:53 | history | asked | Bjørn Kjos-Hanssen | CC BY-SA 2.5 |