A converse to Pitman's theorem for a space-time Brownian motion in a type A_1^1 Weyl chamber

التفاصيل البيبلوغرافية
العنوان: A converse to Pitman's theorem for a space-time Brownian motion in a type A_1^1 Weyl chamber
المؤلفون: Defosseux, Manon, Herent, Charlie
سنة النشر: 2022
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Probability
الوصف: We prove an inverse Pitman's theorem for a space-time Brownian motion conditioned in Doob's sense to remain in an affine Weyl chamber. Our theorem provides a way to recover an unconditioned space-time Brownian motion from a conditioned one by applying a sequence of path transformations.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2211.03439
رقم الأكسشن: edsarx.2211.03439
قاعدة البيانات: arXiv