2000 character limit reached
Donsker's theorem in {Wasserstein}-1 distance (1904.07045v1)
Published 15 Apr 2019 in math.PR
Abstract: We compute the Wassertein-1 (or Kolmogorov-Rubinstein) distance between a random walk in $Rd$ and the Brownian motion. The proof is based on a new estimate of the Lipschitz modulus of the solution of the Stein's equation. As an application, we can evaluate the rate of convergence towards the local time at 0 of the Brownian motion.
Sponsored by Paperpile, the PDF & BibTeX manager trusted by top AI labs.
Get 30 days freePaper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.