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A simple proof of a rate of embedding for the partial sum process
Author(s) -
Shorack G.R.
Publication year - 1990
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1990.tb01285.x
Subject(s) - mathematics , simple (philosophy) , monotone polygon , embedding , computer science , geometry , philosophy , epistemology , artificial intelligence
A simple proof of Skorokhod embedding of the partial sum process at a rate is given. Nothing more sophisticated than the HBjek‐RBnyi inequality, the monotone inequality, the one sided reflection principal for Brownian motion and Mill's ratio is used.