The local structure of q-Gaussian processes

zbMATH Open1357.60081arXiv1511.06667MaRDI QIDQ2958730FDOQ2958730

Authors: Włodek Bryc, Yizao Wang 

Publication date: 3 February 2017

Abstract: The local structure of $q$-Ornstein-Uhlenbeck processes and $q$-Brownian motions are investigated, for all $qin(-1,1)$. These are the classical Markov processes corresponding to the noncommutative $q$-Gaussian processes. These processes have discontinuous sample paths, and the local small jumps are characterized by tangent processes. It is shown that for all $qin(-1,1)$, the tangent processes at inner domain are scaled Cauchy processes possibly with drifts, and the tangent processes at the boundary of the domain are related to the free $1/2$-stable law via Biane's construction.

Full work available at URL: https://arxiv.org/abs/1511.06667

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zbMATH Keywords

self-similar process\(q\)-Brownian motionfree stable lawCauchy processtangent processinhomogeneous Markov process\(q\)-Ornstein-Uhlenbeck process\(q\)-Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Sample path properties (60G17) Transition functions, generators and resolvents (60J35) Self-similar stochastic processes (60G18)

Cited In (13)

• From the asymmetric simple exclusion processes to the stationary measures of the KPZ fixed point on an interval
• Title not available (Why is that?)
• Dual representations of Laplace transforms of Brownian excursion and generalized meanders
• Fluctuations of random Motzkin paths. II
• Large jumps of \(q\)-Ornstein-Uhlenbeck processes
• Extremes of \(q\)-Ornstein-Uhlenbeck processes
• Title not available (Why is that?)
• On the dual representations of Laplace transforms of Markov processes
• The \((q, t)\)-Gaussian process
• \(q\)-Wiener and \((\alpha,q)\)-Ornstein-Uhlenbeck processes. A generalization of known processes
• Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries
• Fluctuations of random Motzkin paths
• Title not available (Why is that?)

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