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Results tagged with wiener-measure
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user 108637
3
votes
Accepted
Is there a generalised version of the Donsker invariance principle for a "sort-of continuous...
I think Iosif Pinelis is correct, but his comment should be expanded as follows.
Notation: let
$$ p(t) = \lfloor t + 1\rfloor - t , \qquad q(t) = t - \lfloor t\rfloor . $$
Whenever we have a discre …
- 17.2k
1
vote
Accepted
Brownian level sets and continuous functions
Call two sequences $(a_n)$ and $(b_n)$ tail-equivalent if there are $p$ and $q$ such that $a_{p+n} = b_{q+n}$ for every $n \geqslant 0$. Write $W(t)$ rather than $W_t$.
Suppose that $f$ with the desi …
- 17.2k