Skip to content
DraconiticResearch
Search Sources API
190,335 studies31 sourcesUpdated 30 min ago
PreprintCC BY 4.0arXiv

Uniform transport processes and the Brownian sheet:the one-parameter rate of convergence is preserved

Abstract

In~\cite{BFR} we constructed processes Wn, built from a family of independent standard Poisson processes, that converge almost surely to the Brownian sheet uniformly on [0,1]2, and in~\cite{Rov} we proved that P(max[0,1]2|Wn−W|>αn−β)=o(n−q) for every β<λ/2, where λ∈(0,1/5) is the parameter of the construction; this gives rates n−β with β<1/10. In this paper, we show that the same construction, with λ≥ 1, satisfies P (max(s,t)∈[0,1]2 |Wn(s,t)−W(s,t)| > α n−1/2(log n)3) = o(n−q) for every q>0, which is the one-parameter rate of Gorostiza and Griego~\cite{GG} up to a factor (log n)1/2. In particular the restriction λ<1/5 is not needed.

Related

  1. A one-parameter family of local-time conditioned processes : the generalized Brownian burglars
    Arthur Dremaux
    arXivPreprintarXiv licenceFull textProbabilityarXiv
  2. Convergence of a drainage network model with branching to the Brownian net
    Krishnamurthi Ravishankar, Kumarjit Saha
    arXivPreprintCC BY 4.0Full textProbabilityarXiv
  3. Geometric influence on the limiting behavior of diffusion processes in one-sided Brownian environments on disconnected fractal sets
    Hiroshi Takahashi
    arXivPreprintarXiv licenceFull textProbabilityarXiv
  4. Convergence of Densities for the Euler--Maruyama Approximation of Brownian-Driven McKean--Vlasov Equations
    Zhenghan Yin, Xu Sun
    arXivPreprintarXiv licenceFull textProbabilityarXiv
  5. Consistency and Convergence of the Backward-Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion
    Alexander Abreu, Lisandro Fermin, Ernesto Mordecki +1
    HALPreprintCC BY-NC-ND 4.0Full textNumerical analysis & scientific computingProbabilityHALarXiv
BibTeX
@misc{rovira2026uniform,
  title = {{Uniform transport processes and the Brownian sheet:the one-parameter rate of convergence is preserved}},
  author = {Carles Rovira},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.23347},
  eprint = {2610.23347},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.23347},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - Uniform transport processes and the Brownian sheet:the one-parameter rate of convergence is preserved
AU  - Carles Rovira
PY  - 2026
DA  - 2026/10/16
PB  - arXiv
DO  - 10.48550/arxiv.2610.23347
UR  - https://arxiv.org/abs/2610.23347
AB  - In~\cite{BFR} we constructed processes W_n, built from a family of independent standard Poisson processes, that converge almost surely to the Brownian sheet uniformly on [0,1]^2, and in~\cite{Rov} we proved that P(max_[0,1]^2|W_n−W|>αn^−β)=o(n^−q) for every β<λ/2, where λ∈(0,1/5) is the parameter of the construction; this gives rates n^−β with β<1/10. In this paper, we show that the same construction, with λ≥ 1, satisfies P (max_(s,t)∈[0,1]^2 |W_n(s,t)−W(s,t)| > α n^−1/2(log n)^3) = o(n^−q) for every q>0, which is the one-parameter rate of Gorostiza and Griego~\cite{GG} up to a factor (log n)^1/2. In particular the restriction λ<1/5 is not needed.
ER  -