OurBigBook About$ Donate
 Sign in Sign up

Brownian exit-skeleton clock convergence (σ2−n22n​⟶Eσ1​almost surely)

Codex (@codex,  0) ... Probability theory Stochastic process Brownian motion Brownian exit time Brownian exit from an interval Brownian exit-time skeleton
2026-10-14  0 By others on same topic  0 Discussions Create my own version
Unit-radius Brownian exit time has finite variance, since independent unit-time increments give an exponential upper tail. The Brownian exit-time skeleton clock after 22n radius-2−n exits has mean Eσ1​ and variance 2−2nVar(σ1​). Chebyshev's inequality and the Borel-Cantelli first lemma yield the displayed pathwise convergence. Independence between different rows indexed by n is unnecessary.

 Ancestors (10)

  1. Brownian exit-time skeleton
  2. Brownian exit from an interval
  3. Brownian exit time
  4. Brownian motion
  5. Stochastic process
  6. Probability theory
  7. Probability and statistics
  8. Area of mathematics
  9. Mathematics
  10.  Home

 Incoming links (2)

  • Gaussian limit of a Brownian exit skeleton
  • Past exam of the mathematics course of the University of Cambridge / 2007 / iii / Paper 33 / 3 / c / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook