The local structure of q-Gaussian processes

MaRDI QIDQ2958730zbMATH OpenFDO

Authors Włodek Bryc, Yizao Wang

Publication date 3 February 2017

Full work available at URL https://arxiv.org/abs/1511.06667, http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=36.2&nrA=9&ppB=335&ppE=352

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)

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.

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Cited in

(14)

• From the asymmetric simple exclusion processes to the stationary measures of the KPZ fixed point on an interval
• scientific article; zbMATH DE number 4082789 (Why is no real title available?)
• Dual representations of Laplace transforms of Brownian excursion and generalized meanders
• Large jumps of q-Ornstein-Uhlenbeck processes
• Fluctuations of random Motzkin paths. II
• \(q\)-Gaussian processes: Non-commutative and classical aspects
• Extremes of \(q\)-Ornstein-Uhlenbeck processes
• scientific article; zbMATH DE number 4064286 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 903076 (Why is no real title available?)

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