Shifting Processes with Cyclically Exchangeable Increments at Random
| Titre | Shifting Processes with Cyclically Exchangeable Increments at Random |
| Type de publication | Article de revue |
| Auteur | Chaumont, Loïc , Uribe, Geronimo |
| Editeur | Springer Verlag |
| Type | Article scientifique dans une revue à comité de lecture |
| Année | 2015 |
| Langue | Anglais |
| Pagination | 101-117 |
| Volume | 69 |
| Titre de la revue | Progress in Probability |
| ISSN | 1050-6977 |
| Mots-clés | Brownian bridge, Cyclic exchangeability, Occupation time, Path transformation, Three dimensional Bessel bridge, Uniform law, Vervaat transformation |
| Résumé en anglais | We propose a path transformation which applied to a cyclically exchangeable increment process conditions its minimum to belong to a given interval. This path transformation is then applied to processes with start and end at 0. It is seen that, under simple conditions, the weak limit as ε→0 of the process conditioned on remaining above −ε exists and has the law of the Vervaat transformation of the process. We examine the consequences of this path transformation on processes with exchangeable increments, Lévy bridges, and the Brownian bridge. |
| URL de la notice | http://okina.univ-angers.fr/publications/ua13782 |
| DOI | 10.1007/978-3-319-13984-5_5 |
| Autre titre | XI Symposium on Probability and Stochastic Processes |