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Semimartingales and the empirical distribution
Published online by Cambridge University Press: 24 October 2008
Abstract
Processes related to the empirical distribution are shown to converge to a time changed Brownian motion. In particular, the time change of the Brownian motion differs from the time change obtained by using the distribution function: this gives rise to two different representations of a related Brownian bridge.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 96 , Issue 1 , July 1984 , pp. 167 - 171
- Copyright
- Copyright © Cambridge Philosophical Society 1984
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