![The Contraction Method on C([0,1]) and Donsker's ... - Eurandom](https://img.yumpu.com/19554492/22/500x640/the-contraction-method-on-c01-and-donskers-eurandom.jpg)
The Contraction Method on C([0,1]) and Donsker's ... - Eurandom
The Contraction Method on C([0,1]) and Donsker's ... - Eurandom
The Contraction Method on C([0,1]) and Donsker's ... - Eurandom
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
Process versi<strong>on</strong><br />
◮ C<strong>on</strong>sider all 1 ≤ k ≤ n uniformly in the same algorithm<br />
Xn(k, )<br />
<br />
◮ k Xn(k)<br />
Rescaling gives a the r.v. Yn n = n defined <strong>on</strong> lattice<br />
points k<br />
n<br />
◮ Fit Yn to a stepfuncti<strong>on</strong> in D([0, 1])<br />
◮ Grübel, Rösler (’95) prove<br />
in (D([0, 1]), dSk)<br />
Yn d → Y<br />
Henning Sulzbach J. W. Goethe-Universität Frankfurt a. M. <str<strong>on</strong>g>The</str<strong>on</strong>g> <str<strong>on</strong>g>C<strong>on</strong>tracti<strong>on</strong></str<strong>on</strong>g> <str<strong>on</strong>g>Method</str<strong>on</strong>g> <strong>on</strong> C([0, 1]) <strong>and</strong> D<strong>on</strong>sker’s <str<strong>on</strong>g>The</str<strong>on</strong>g>orem
Change language