Uniform laws for stationary random functions on compact groups

DOI10.1137/S0040585X97985984MaRDI QIDQ2845218zbMATH OpenFDO

Authors A. O. Golosov

Publication date 22 August 2013

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97985984

zbMATH Keywords

Brownian bridgecompact topological groupsHaar measurestationary random functionsuniform laws

Mathematics Subject Classification ID

Compact groups (22C05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Exchangeability for stochastic processes (60G09) Stationary stochastic processes (60G10) Brownian motion (60J65)

Review text

Uniform laws for sojourn times and the first maximum of processes with cyclic-exchangeability property are well known. The aim of this paper is to extend these assertions on properties of the standard Brownian bridge (cf. [\textit{O. Kallenberg}, Foundations of modern probability. New York, NY: Springer (1997; Zbl 0892.60001), Theorem 11.17; 2nd ed. (2002; Zbl 0996.60001)]) and results by \textit{C. Donati-Martin} et al. [Period. Math. Hung. 41, No. 1--2, 103--119 (2000; Zbl 1062.60080)] and \textit{D. Hobson} [Stat. Probab. Lett. 77, No. 2, 148--150 (2007; Zbl 1110.60077)], moreover by \textit{F. B. Knight} [in: Hommage à P. A. Meyer et J. Neveu. Paris: Société Mathématique de France. 171--187 (1996; Zbl 0867.60018)] and by \textit{L. Chaumont} et al. [Lect. Notes Math. 1755, 334--347 (2001; Zbl 0982.60020)] to the case of stationary random functions and random bridges defined on compact topological groups. The identity by Donati-Martin, Matsumoto and Yor is also extended to this case.

Recommendations

• The uniform law for sojourn measures of random fields
• scientific article; zbMATH DE number 936413
• scientific article; zbMATH DE number 4024462
• On the laws of homogeneous functionals of the Brownian bridge
• Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling

Cited in

(1)

• scientific article; zbMATH DE number 936413 (Why is no real title available?)

This page was built for publication: Uniform laws for stationary random functions on compact groups

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2845218)