Shifting processes with cyclically exchangeable increments at random

DOI10.1007/978-3-319-13984-5_5zbMATH Open1498.60137arXiv1405.1335OpenAlexW28599865MaRDI QIDQ5038263FDOQ5038263

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)

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.

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

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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)

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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
• Title not available (Why is that?)
• An extension of Vervaat's transformation and its consequences

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