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arXiv:0912.2457 [math.PR]AbstractReferencesReviewsResources

A $d$-dimensional Brownian motion as a weak limit from a one-dimensional Poisson process

Xavier Bardina Carles Rovira

Published 2009-12-12Version 1

We show how from an unique standard Poisson process we can build a family of processes that converges in law to a $d$-dimensional standard Brownian motion for any $d \ge 1$.

Categories: math.PR
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