Shifting processes with cyclically exchangeable increments at random

DOI10.1007/978-3-319-13984-5_5MaRDI QIDQ5038263zbMATH OpenOpenAlexFDO

Authors Loïc Chaumont, Gerónimo Uribe Bravo

Publication date 30 September 2022

Published in XI Symposium on Probability and Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.1335

zbMATH Keywords

occupation timeBrownian bridgeVervaat transformationpath transformationuniform lawcyclic exchangeabilitythree dimensional Bessel bridge

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Exchangeability for stochastic processes (60G09)

Abstract: We propose a path transformation which applied to a cyclically exchangeable increment process conditions its minimum to belong to a given interval. This path transformation is then applied to processes with start and end at zero. It is seen that, under simple conditions, the weak limit as epsilon tends to zero of the process conditioned on remaining above minus epsilon exists and has the law of the Vervaat transformation of the process. We examine the consequences of this path transformation on processes with exchangeable increments, L'evy bridges, and the Brownian bridge.

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Cited in

(4)

• Dini derivatives and regularity for exchangeable increment processes
• Scaling limits of random looptrees and bipartite plane maps with prescribed large faces
• scientific article; zbMATH DE number 1619468 (Why is no real title available?)
• An extension of Vervaat's transformation and its consequences

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