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5 votes
1 answer
202 views

Independent stationary increment process but with finite propagation speed

Intuitively, standard Brownian motion has infinite propagation speed, as it has a non-zero probability of reaching any point in any arbitrarily short time. This is due to the fact that the probability ...
Zhang Yuhan's user avatar
3 votes
0 answers
101 views

A dependent and discrete version of the Komlós-Major-Tusnády theorem

The well-known Komlós-Major-Tusnády approximation gives sharp speed of convergence of a uniform empirical process to a Brownian bridge. Here I am considering how to approach a similar problem with ...
John Wong's user avatar
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