Peligrad, Magda; Utev, Sergey - In: Stochastic Processes and their Applications 116 (2006) 2, pp. 279-292
Motivated by the central limit theorem for weakly dependent variables, we show that the Brownian motion {X(t);t[set membership, variant][0,1]}, can be modeled as a process with independent increments, satisfying the following limiting condition.almost surely for all 0[less-than-or-equals,...