The modified, discrete Lévy transformation is Bernoulli

Lester E. Dubins; Meir Smorodinsky

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 157-161

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Dubins, Lester E., and Smorodinsky, Meir. "The modified, discrete Lévy transformation is Bernoulli." Séminaire de probabilités de Strasbourg 26 (1992): 157-161. <http://eudml.org/doc/113792>.

@article{Dubins1992,
author = {Dubins, Lester E., Smorodinsky, Meir},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {martingale; Brownian motion; Lévy’s transformation for the symmetric random walk; ergodicity; Bernoulli shift-transformation},
language = {eng},
pages = {157-161},
publisher = {Springer - Lecture Notes in Mathematics},
title = {The modified, discrete Lévy transformation is Bernoulli},
url = {http://eudml.org/doc/113792},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Dubins, Lester E.
AU - Smorodinsky, Meir
TI - The modified, discrete Lévy transformation is Bernoulli
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 157
EP - 161
LA - eng
KW - martingale; Brownian motion; Lévy’s transformation for the symmetric random walk; ergodicity; Bernoulli shift-transformation
UR - http://eudml.org/doc/113792
ER -

References

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  1. Doob, J.L., 1953. Stochastic Processes. John Wiley & Sons, Inc., New York. Zbl0053.26802
  2. Levy, Paul, 1939. Sur certains processus stochastiques homogenes. Compositio Mathematica7, 283-339. Zbl0022.05903MR919JFM65.1346.02
  3. Levy, Paul, 1948. Processus Stochastiques et Mouvement Brownien. Gauthier-Villars. Zbl0034.22603MR29120
  4. Kuratowski, K.1966. Topology. Academic Press, New York and London. Zbl0158.40802MR217751
  5. Ornstein, Donald, 1974. Ergodic Theory, Randomness, and Dynamical Systems. Yale University Press. Zbl0296.28016MR447525
  6. Sinai, Ya.G.1962. A Weak Isomorphism of Transformations Having an Invariant Measure. Dokl.Akad.Nauk. SSSR147, 797-800. Zbl0205.13501MR161960

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