{"entities":{"Q2248931":{"pageid":2259674,"ns":120,"title":"Item:Q2248931","lastrevid":57801879,"modified":"2026-04-02T14:29:22Z","type":"item","id":"Q2248931","labels":{"en":{"language":"en","value":"Iterating Brownian motions, ad libitum"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6309536"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$B259ACF0-6646-4C76-AB32-0ABD7F9A8277","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"7fe9283ae3d0f4820d024c51f32da45f648dd3be","datavalue":{"value":{"text":"Iterating Brownian motions, ad libitum","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2248931$E95E6104-9B8D-444D-8112-4303222C9B8A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5478f50b8b23a64685bb6d4ad58340a0246f8557","datavalue":{"value":"1331.60159","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2248931$B4600B59-1AFB-4A16-B9BB-AEB3334C8372","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"13d29ce06af7db5a00ca3a62b5b49dd25e134777","datavalue":{"value":{"entity-type":"item","numeric-id":328777,"id":"Q328777"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$6413C9A7-8E98-47E0-A654-E5593F21AC7F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"80513aa1b5c13fc8d6e48c5bd38ca706eb7af26d","datavalue":{"value":{"entity-type":"item","numeric-id":294122,"id":"Q294122"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$77E7E962-D7F2-4880-9FEC-E75F594BE348","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0767dbe907f2b468d0869434c8ff22ebf5cc56e0","datavalue":{"value":{"entity-type":"item","numeric-id":189069,"id":"Q189069"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$70C23B2C-0490-4D55-B26D-389F69AFA5E8","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"251e0e848447c04df22617da60cec84f2100f397","datavalue":{"value":{"time":"+2014-06-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2248931$E98E04CB-5A97-464E-8A1B-77C82504D048","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"fdf0142a3917b3fb05d2a384241beaa26a139c17","datavalue":{"value":"https://arxiv.org/abs/1112.3776","type":"string"},"datatype":"url"},"type":"statement","id":"Q2248931$0A2FF23B-3FD4-4C20-B7AC-AF5D346988F7","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"984b61323acc6066d0b39fd3bd7f470a86f114ef","datavalue":{"value":"The \\(n\\)-fold iterated Brownian motion \\(W_n\\) is defined by  \\[  W_n(t) = B_n(B_{n-1}(\\dots (B_2(B_1(t))) \\dots)),  \\]  where \\(B_1,B_2,\\dots\\) are independent two-sided standard Brownian motions, such that \\(B_n(0)=0\\) for all \\(n \\geq 1\\). \\textit{K. Burdzy} [Prog. Probab. 33, 67--87 (1992; Zbl 0789.60060)] has previously studied the sample-path properties of this process in the case \\(n=2\\). The present paper explores the asymptotics of the process \\(W_n\\) as \\(n \\rightarrow \\infty\\).  As the authors explain, the process \\(W_n\\) is not a semimartingale unless \\(n=1\\) and increasing \\(n\\) roughens the sample paths of the process (\\(W_n\\) can be shown to have finite \\(2^n\\)-variation). Thus, it is not obvious that \\(W_n\\) has a limit as \\(n \\rightarrow \\infty\\) and, indeed, the question turns out to be delicate. The first main result of the paper shows that any finite-dimensional distribution of \\(W_n\\) converges weakly to an exchangeable distribution. However, weak convergence of the process \\(W_n\\) in any reasonable function space seems impossible and, in fact, it is shown in the paper that the laws of \\(W_n\\), \\(n \\geq 1\\), are not tight in the space of continuous paths, equipped with the locally uniform topology. The proof of the convergence of the finite-dimensional distributions of \\(W_n\\) is based on a nice argument that treats \\((W_n(x_1),\\dots,W_n(x_p))\\), for distinct nonzero real numbers \\(x_1,\\dots,x_p\\), as a Markov chain parameterized by \\(n\\), which is shown to be positive Harris recurrent.  The second main result of the paper concerns the occupation measure \\(\\mu_n\\) of \\(W_n\\), defined via  \\[  \\int_{\\mathbb R} f\\, d \\mu_n = \\int_0^1 f(W_n(t))\\, dt  \\]  for any Borel function \\(f: {\\mathbb R} \\rightarrow [0,\\infty)\\). The authors show that the random measure \\(\\mu_n\\) converges, as \\(n \\rightarrow \\infty\\), to a random measure \\(\\mu_\\infty\\), which is absolutely continuous with respect to the Lebesgue measure almost surely. This result parallels the principle, suggested by Simeon Berman, that very rough functions should have smooth local times.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2248931$5E31E780-F2F9-42FB-B966-131BF3E6217F","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"8f0cdab979fb785584b8549fec361ed8111bc56a","datavalue":{"value":{"entity-type":"item","numeric-id":282554,"id":"Q282554"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$BA036A8A-9D2A-42FE-B8CF-F109CB99F950","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"3b27a9dd329983c5b25a374d752bed299934c73d","datavalue":{"value":"60J65","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2248931$5559F8C3-FA11-475E-85A0-3AF3FF35E3B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"314e54fbb18d33f780194e79b8f7d977d400cb90","datavalue":{"value":"60J05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2248931$05900EA6-FB66-4D46-B4C8-6733550C1764","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"06501b652e368cc105ad78a5eac217e38c314cda","datavalue":{"value":"60F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2248931$3727E343-6F74-46BA-9BEF-60F5479298BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"bb49b8508392362aa740e2b183cb1e8550ee8efb","datavalue":{"value":"60G57","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2248931$A2F827AD-32EC-440A-AC70-182A66C8F98D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2225915d01d780db14f9223403b6b9652fb15b9a","datavalue":{"value":"60G09","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2248931$78346546-E88D-4D1B-A57A-6147778E231C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6e0e439813fbf5e4d372bca5db5b7a21ee3e3e8d","datavalue":{"value":"60J55","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2248931$A2F6DBD6-8612-4762-A632-1988120278FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"ff138f99d11a274b93233d9f5d1834f169e2d6a7","datavalue":{"value":"60E99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2248931$C6B81923-E392-4CDF-9B6D-0514ED2C54E9","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"395bbcd470511b4b361459a4f1e33555d1573bcd","datavalue":{"value":"6309536","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2248931$68623CEF-719D-454B-A5FF-70AF56CA0BBF","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"90256241dd515cff98b4734a6482a0065d1f5f59","datavalue":{"value":"iterated Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q2248931$D342110D-3ACE-4A31-8B16-0F8AAF3D76B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"16f2097517c5fc7c5c2d96b69b92184862fe2240","datavalue":{"value":"random measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q2248931$F76ADD04-F047-4CE8-AB48-8341F0FFB41E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e9bdc769f55adc4a9946c31ccaf9bcadf74c5121","datavalue":{"value":"exchangeability","type":"string"},"datatype":"string"},"type":"statement","id":"Q2248931$83E7B346-3A2C-4BE2-9743-2CFDD4C3B688","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a8680d38aff9a803c83659b467541a17a67c525f","datavalue":{"value":"weak convergence","type":"string"},"datatype":"string"},"type":"statement","id":"Q2248931$5BD59750-8C77-4A37-9CB6-236014D225A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e94d21cd393592d91d97b6de92354310cce78353","datavalue":{"value":"local time","type":"string"},"datatype":"string"},"type":"statement","id":"Q2248931$4E8F410C-E01D-41D8-BC70-D0650E5D77DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"faf7acec2927fd6a2dc5cefe4fefc0e09bb0718a","datavalue":{"value":"Harris chain","type":"string"},"datatype":"string"},"type":"statement","id":"Q2248931$CD29EEC0-ECDA-4E9D-8B00-7E2079F874F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a1635e6c91caa1c26ea57bed77abf58b5c24c132","datavalue":{"value":"de Finetti-Hewitt-Savage theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q2248931$BA27A299-A0A4-4817-BA99-A88C97EEF9B0","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$463525F7-5BAA-4D8F-AAB0-8F9658A93A91","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"9dc00e161164c2acfa667843fea244dba71b43ce","datavalue":{"value":"W2088862885","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2248931$836E61A1-75D6-48FE-B525-52973D5A25FB","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f0d2f34d1915af5d07ab02a836692d2472418996","datavalue":{"value":{"entity-type":"item","numeric-id":3061143,"id":"Q3061143"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$9C87C040-833D-4FEC-8131-22107ECBCA1F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c8c60478e09568c08124aaae743f3841af80e97a","datavalue":{"value":{"entity-type":"item","numeric-id":5580745,"id":"Q5580745"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$BC128BF7-7BB1-4E9E-A9B8-E2CA78259CE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c31835422b71762282abf55926d908f2e6c25612","datavalue":{"value":{"entity-type":"item","numeric-id":1916176,"id":"Q1916176"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$070E54E2-B6D6-4ECE-873A-90C822BE2760","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0221538737804d562dbe45dd64c3f3ce20cd5383","datavalue":{"value":{"entity-type":"item","numeric-id":4854290,"id":"Q4854290"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$87C6A339-4445-4E8B-9C6E-3847D3B4A342","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ef13aca008887d23eaedb01fb73cc7f4adbc80f3","datavalue":{"value":{"entity-type":"item","numeric-id":4279769,"id":"Q4279769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$0537B73E-F2C5-4DBF-9E2E-B44D78C7EBCB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2acc8ddf9ce7d3baf4d9af02534fe5b0e382ec34","datavalue":{"value":{"entity-type":"item","numeric-id":1283383,"id":"Q1283383"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$2748162B-F908-4AA9-9C27-D1F1D4E50B78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a47d538252b777e7e76183c56a4ccdd2a64053b6","datavalue":{"value":{"entity-type":"item","numeric-id":1139203,"id":"Q1139203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$DF38151C-259A-4C4B-82DA-F556630DDF30","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"378e54f487e76777f196b0a2d9e6539948972521","datavalue":{"value":{"entity-type":"item","numeric-id":1171836,"id":"Q1171836"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$16720259-DAEB-475D-8E98-2E1A640B1482","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5638247317774ce859c574cbf00bdd3845569ea9","datavalue":{"value":{"entity-type":"item","numeric-id":4114580,"id":"Q4114580"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$D1AE5B4A-A5EE-401E-B3EA-F65BF942D100","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f0331d863aa4b71bd6a83a3152326b72153313a8","datavalue":{"value":{"entity-type":"item","numeric-id":2774021,"id":"Q2774021"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$F594EF6C-804F-4F83-B1DD-68E85F32DE67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b349e04824ee2925b8c7d8552c1c4ba6299d7fb6","datavalue":{"value":{"entity-type":"item","numeric-id":4263615,"id":"Q4263615"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$8E72FFF0-AB18-42F6-92D4-A120E8CC40DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a8167b2d465d18145f9e1ae9d3ad77b8a2ddd32f","datavalue":{"value":{"entity-type":"item","numeric-id":3630869,"id":"Q3630869"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$CB9B1C71-0A13-4273-BB04-E46D0ACDE3BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"00221bb5c6db1eafd3b36fc438e7de96daad1fc2","datavalue":{"value":{"entity-type":"item","numeric-id":4160169,"id":"Q4160169"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2248931$A8D7F7AE-40ED-4B87-872E-0EF1E8BCDED1","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"1e6fbe2a1b346840935f865ac90b307bcf7efbbd","datavalue":{"value":"10.1007/S10959-012-0434-3","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2248931$C2E79315-A5C0-4074-B59F-4A40C80E7626","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"166ce7c2855827b89249283224c5a5e92cfdb724","datavalue":{"value":{"entity-type":"item","numeric-id":326834,"id":"Q326834"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"408ab22110e7f834b277038301def089277e5f74","datavalue":{"value":{"amount":"+0.8744659423828125","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2248931$9CD092C0-6270-43EF-9D41-C30B40352A71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"628bafd37727d5b25e3ee7454df71b69c4d10c7f","datavalue":{"value":{"entity-type":"item","numeric-id":4307492,"id":"Q4307492"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"222a4912383724db1af9b4facceb2a667a0de20c","datavalue":{"value":{"amount":"+0.8081833124160767","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2248931$3242B851-4725-4DE7-975D-F679CD6BBC4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9d6e2c267662b2ddbd7204d102cc920411c834b9","datavalue":{"value":{"entity-type":"item","numeric-id":4279769,"id":"Q4279769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"82dae1bc12515d87d1035498b928e7321a161a10","datavalue":{"value":{"amount":"+0.8054804801940918","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2248931$D81B3E1C-7C76-40E1-9167-8DD218102F51","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fb20a893f9049dd6ccf3acd3a44186625add7176","datavalue":{"value":{"entity-type":"item","numeric-id":1923938,"id":"Q1923938"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4f9397d8c97f92b280300fce94ea090a39cc9526","datavalue":{"value":{"amount":"+0.8053377866744995","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2248931$20A6E553-DA59-435A-9BB0-DBA6F01F1AC8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b0ad850c22afdac62c036817766e92aa8ec6d0bc","datavalue":{"value":{"entity-type":"item","numeric-id":1904551,"id":"Q1904551"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0a2bc138fcf02429dfd6880f9517c8bc32b1af82","datavalue":{"value":{"amount":"+0.8030309677124023","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2248931$8B816AA1-6A91-4EB3-AA85-BAF21E6DA9C6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2248931","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2248931"}}}}}