Density of orbits of Brownian trajectories under the action of the Lévy transformation

DOI10.1214/11-AIHP463zbMATH Open1248.37014arXiv1208.0151OpenAlexW3101008189MaRDI QIDQ424705FDOQ424705

Authors: Jean Brossard, Christophe Leuridan 

Publication date: 4 June 2012

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: Let T be a measurable transformation of a probability space $(E,mathcalE,pi)$, preserving the measure {pi}. Let X be a random variable with law pi. Call K(cdot, cdot) a regular version of the conditional law of X given T(X). Fix $BinmathcalE$. We first prove that if B is reachable from pi-almost every point for a Markov chain of kernel K, then the T-orbit of pi-almost every point X visits B. We then apply this result to the L'evy transform, which transforms the Brownian motion W into the Brownian motion |W| - L, where L is the local time at 0 of W. This allows us to get a new proof of Malric's theorem which states that the orbit under the L'evy transform of almost every path is dense in the Wiener space for the topology of uniform convergence on compact sets.

Full work available at URL: https://arxiv.org/abs/1208.0151

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zbMATH Keywords

accessibilityBrownian motionexcursionCUCZ topologydensity of orbitsreflected in \(0\)Lévy transform

Mathematics Subject Classification ID

Brownian motion (60J65) Measure-preserving transformations (28D05) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Densité des zéros des transformés de Lévy itérés d'un mouvement brownien. (Density of zeros for iterated Lévy transforms of Brownian motion)
• Density of paths of iterated Lévy transforms of Brownian motion

Cited In (3)

• Title not available (Why is that?)
• Densité des zéros des transformés de Lévy itérés d'un mouvement brownien. (Density of zeros for iterated Lévy transforms of Brownian motion)
• Some Sufficient Conditions for the Ergodicity of the Lévy Transformation

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