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A Functional Central Limit Theorem for the General Brownian Motion on the Half-Line
- 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
- Subjects :
- Mathematics - Probability
60F17, 60F05, 60J65, 60J27
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2408.06830
- Document Type :
- Working Paper