Some sufficient conditions for the ergodicity of the Lévy transformation

DOI10.1007/978-3-319-00321-4_2zbMATH Open1291.60166arXiv1206.2485OpenAlexW2135790750MaRDI QIDQ2865102FDOQ2865102

Authors: Vilmos Prokaj 

Publication date: 28 November 2013

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Abstract: We propose a possible way of attacking the question posed originally by Daniel Revuz and Marc Yor in their book published in 1991. They were asking whether the L'evy transformation of the Wiener--space is ergodic. Our main results are formulated in terms of a strongly stationary sequence of random variables obtained by evaluating the iterated paths at time one. Roughly speaking, this sequence has to approach zero "sufficiently fast". For example, one of our results states that if the expected hitting time of small neighbourhoods of the origin do not growth faster then the inverse of the size of these sets then the L'evy transformation is strongly mixing, hence ergodic.

Full work available at URL: https://arxiv.org/abs/1206.2485

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zbMATH Keywords

Brownian motionWiener measureBorel \(\sigma\)-fieldLévy transform

Mathematics Subject Classification ID

Brownian motion (60J65)

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Cited In (6)

• On the Csáki-Vincze transformation
• On the exactness of the Lévy-transformation
• Title not available (Why is that?)
• Density of orbits of Brownian trajectories under the action of the Lévy transformation
• Ergodic properties of Lévy flights coexisting with subdiffusion and related models
• Limit theorems and ergodicity for general bootstrap random walks

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