A spurious Brownian motion
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- by Clyde D. Hardin PDF
- Proc. Amer. Math. Soc. 93 (1985), 350 Request permission
Abstract:
There exists an ${{\mathbf {R}}^d}$-valued mean-zero Gaussian process, all of whose projections agree with the projections of standard Brownian motion, yet which is not standard Brownian motion.References
- Thomas G. Kurtz, The central limit theorem for Markov chains, Ann. Probab. 9 (1981), no. 4, 557–560. MR 624682
Additional Information
- © Copyright 1985 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 93 (1985), 350
- MSC: Primary 60J65; Secondary 60G15
- DOI: https://doi.org/10.1090/S0002-9939-1985-0770552-2
- MathSciNet review: 770552