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A Functional Central Limit Theorem for the General Brownian Motion on the Half-Line

Authors :
Erhard, Dirk
Franco, Tertuliano
Jara, Milton
Pimenta, Eduardo
Publication Year :
2024

Abstract

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative estimates in the vague topology at any fixed time. As important applications, we deduce functional central limit theorems for random walks on the positive integers with boundary conditions, which converge to Brownian motions on the positive half-line with boundary conditions at zero.<br />Comment: 31 pages, 12 figures

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2408.06830
Document Type :
Working Paper