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Results tagged with pr.probability
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user 481401
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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votes
1
answer
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views
Distance between trunctated random walk and its normal form
I have $$X_i \sim N(0,1), \quad S_n=X_1+\cdots+X_n,$$
$$ \mathscr{S}_n (t, \omega) := \frac{1}{ \sqrt{n} } \sum_{i=1}^{n} \left[ S_{i-1} (\omega ) + n \left( t - \frac{i-1}{n} \right) X_{i}(\omega) \ …
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