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Let \\(G_0, G_1, \\ldots\\) be an \\((\\mathcal{F}_n)\\)-adapted process taking non-negative real values; one views \\(G_p\\) as a functional of \\(X_0, \\dots, X_p\\). The author shows that several functionals, including some of the form \\(G_p = \\varphi ( \\max_{k \\leq p} X_k )\\), may be associated with an \\((\\mathcal{F}_n)\\)-adapted martingale \\(M_n \\geq 0\\) such that, for all \\(n\\) and all \\(\\Lambda_n \\in \\mathcal{F}_n\\), NEWLINE\\[NEWLINE Q ( \\Lambda_n ) := \\lim_{p \\to \\infty} \\frac{ \\operatorname{E} [ G_p \\mathbf{1} \\{ \\Lambda_n \\} ]}{\\operatorname{E} [ G_p ]} = \\operatorname{E} [ M_n \\mathbf{1} \\{ \\Lambda_n \\} ] NEWLINE\\]NEWLINE is well defined. Such a functional thus induces a probability measure \\(Q\\) on events in \\(\\cup_n \\mathcal{F}_n\\). The author describes the behaviour of \\(X_0, X_1, \\ldots\\) under the ``penalized'' measure \\(Q\\); this is in several cases described in terms of a Bessel-like random walk, i.e., a nearest-neighbour random walk with mean drift at \\(x\\) of order \\(1/x\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q2869218$11AB0064-A746-4D3D-ADB9-E51FBAB4F3A2","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"5f1d94592252aa869822dc5e36ade0b0e4d1ca8b","datavalue":{"value":{"entity-type":"item","numeric-id":456206,"id":"Q456206"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2869218$B1EBBBBB-0707-4FC7-8BCC-BD1BAE1F2698","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Penalisation of the symmetric random walk by several functions of the supremum","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Penalisation_of_the_symmetric_random_walk_by_several_functions_of_the_supremum"}}}}}