pith. sign in

arxiv: 1504.06433 · v1 · pith:DH3AB2CSnew · submitted 2015-04-24 · 🧮 math.PR

Processes iterated ad libitum

classification 🧮 math.PR
keywords iteratedbrowniancircdimensionaldistributionsfinitelibitumlimit
0
0 comments X
read the original abstract

Consider the $n$th iterated Brownian motion $I^{(n)}=B_n \circ\cdots \circ B_1$. Curien and Konstantopoulos proved that for any distinct numbers $t_i\neq 0$, $(I^{(n)}(t_1),\dots,I^{(n)}(t_k))$ converges in distribution to a limit $I[k]$ independent of the $t_i$'s, exchangeable, and gave some elements on the limit occupation measure of $I^{(n)}$. Here, we prove under some conditions, finite dimensional distributions of $n$th iterated two-sided stable processes converge, and the same holds the reflected Brownian motions. We give a description of the law of $I[k]$, of the finite dimensional distributions of $I^{(n)}$, as well as those of the iterated reflected Brownian motion iterated ad libitum.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.