The Rate of Convergence of a Random Walk to Brownian Motion

David F. Fraser

doi:10.1214/aop/1176996896

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Home > Journals > Ann. Probab. > Volume 1 > Issue 4 > Article

August, 1973 The Rate of Convergence of a Random Walk to Brownian Motion

David F. Fraser

Ann. Probab. 1(4): 699-701 (August, 1973). DOI: 10.1214/aop/1176996896

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Abstract

This paper establishes a rate of convergence of a random walk to Brownian motion which is nearly best possible. The Skorokhod representation is employed in the proof.

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David F. Fraser. "The Rate of Convergence of a Random Walk to Brownian Motion." Ann. Probab. 1 (4) 699 - 701, August, 1973. https://doi.org/10.1214/aop/1176996896