On the csáki-vincze transformation
2013 ◽
Vol 50
(2)
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pp. 266-279
Keyword(s):
Csáki and Vincze have defined in 1961 a discrete transformation T which applies to simple random walks and is measure preserving. In this paper, we are interested in ergodic and asymptotic properties of T. We prove that T is exact: ∩k≧1σ(Tk(S)) is trivial for each simple random walk S and give a precise description of the lost information at each step k. We then show that, in a suitable scaling limit, all iterations of T “converge” to the corresponding iterations of the continuous Lévy transform of Brownian motion.
2004 ◽
Vol 41
(03)
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pp. 623-638
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2003 ◽
Vol DMTCS Proceedings vol. AC,...
(Proceedings)
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Keyword(s):
2004 ◽
Vol 41
(3)
◽
pp. 623-638
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1992 ◽
Vol 29
(02)
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pp. 305-312
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2007 ◽
Vol 44
(04)
◽
pp. 1056-1067
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2000 ◽
Vol 32
(01)
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pp. 177-192
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Keyword(s):
2014 ◽
Vol 51
(4)
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pp. 1065-1080
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Keyword(s):
Keyword(s):
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