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1. Connection between discrete time random walks and stochastic processes by Donsker's Theorem
Kandidat-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikationSammanfattning : In this paper we will investigate the connection between a random walk and a continuous time stochastic process. Donsker's Theorem states that a random walk under certain conditions will converge to a Wiener process. LÄS MER
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