Constructing a sequence of random walks strongly converging to Brownian motion.
Philippe MarchalPublished in: DRW (2003)
Keyphrases
- random walk
- brownian motion
- stochastic process
- markov chain
- differential equations
- diffusion process
- queue length
- poisson process
- stationary distribution
- optimal control
- stochastic processes
- heavy traffic
- transition probabilities
- machine learning
- steady state
- dynamical systems
- closed form solutions
- graphical models
- pairwise
- vector valued
- image segmentation
- learning algorithm