Open Mathematics (Jul 2020)

Rate of convergence of uniform transport processes to a Brownian sheet

  • Rovira Carles

DOI
https://doi.org/10.1515/math-2020-0041
Journal volume & issue
Vol. 18, no. 1
pp. 731 – 737

Abstract

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We give the rate of convergence to a Brownian sheet from a family of processes constructed starting from a set of independent standard Poisson processes. These processes have realizations that converge almost surely to the Brownian sheet, uniformly in the unit square.

Keywords