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Displaying similar documents to “The unscaled paths of branching brownian motion”

Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited

Emmanuel Cépa, Dominique Lépingle (2010)

ESAIM: Probability and Statistics

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The Brownian motion model introduced by Dyson [7] for the eigenvalues of unitary random matrices is interpreted as a system of interacting Brownian particles on the circle with electrostatic inter-particles repulsion. The aim of this paper is to define the finite particle system in a general setting including collisions between particles. Then, we study the behaviour of this system when the number of particles goes to infinity (through the empirical measure process). We prove...

Maximal brownian motions

Jean Brossard, Michel Émery, Christophe Leuridan (2009)

Annales de l'I.H.P. Probabilités et statistiques

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Let =(, ) be a planar brownian motion, 𝒵 the filtration it generates, anda linear brownian motion in the filtration 𝒵 . One says that(or its filtration) is maximal if no other linear 𝒵 -brownian motion has a filtration strictly bigger than that of. For instance, it is shown in [In 265–278 (2008) Springer] that is maximal if there exists a linear brownian motion independent of and such that the planar brownian motion (, ) generates the same filtration 𝒵 as. We do not know if this sufficient...

Density of paths of iterated Lévy transforms of brownian motion

Marc Malric (2012)

ESAIM: Probability and Statistics

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The Lévy transform of a Brownian motion is the Brownian motion given by = sgn()d; call the Brownian motion obtained from by iterating times this transformation. We establish that almost surely, the sequence of paths ( → ) is dense in Wiener space, for the topology of uniform convergence on compact time intervals.

Density of paths of iterated Lévy transforms of Brownian motion

Marc Malric (2012)

ESAIM: Probability and Statistics

Similarity:

The Lévy transform of a Brownian motion is the Brownian motion given by = sgn()d; call the Brownian motion obtained from by iterating times this transformation. We establish that almost surely, the sequence of paths ( → ) is dense in Wiener space, for the topology of uniform...