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Quelques espaces fonctionnels associés à des processus gaussiens

Z. Ciesielski, G. Kerkyacharian, B. Roynette (1993)

Studia Mathematica

The first part of the paper presents results on Gaussian measures supported by general Banach sequence spaces and by particular spaces of Besov-Orlicz type. In the second part, a new constructive isomorphism between the just mentioned sequence spaces and corresponding function spaces is established. Consequently, some results on the support function spaces for the Gaussian measure corresponding to the fractional Brownian motion are proved. Next, an application to stochastic equations is given. The...

Radon-Nikodym property

Surjit Singh Khurana (2017)

Commentationes Mathematicae Universitatis Carolinae

For a Banach space E and a probability space ( X , 𝒜 , λ ) , a new proof is given that a measure μ : 𝒜 E , with μ λ , has RN derivative with respect to λ iff there is a compact or a weakly compact C E such that | μ | C : 𝒜 [ 0 , ] is a finite valued countably additive measure. Here we define | μ | C ( A ) = sup { k | μ ( A k ) , f k | } where { A k } is a finite disjoint collection of elements from 𝒜 , each contained in A , and { f k } E ' satisfies sup k | f k ( C ) | 1 . Then the result is extended to the case when E is a Frechet space.

Random permutations and unique fully supported ergodicity for the Euler adic transformation

Sarah Bailey Frick, Karl Petersen (2008)

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

There is only one fully supported ergodic invariant probability measure for the adic transformation on the space of infinite paths in the graph that underlies the eulerian numbers. This result may partially justify a frequent assumption about the equidistribution of random permutations.

Random walk on a building of type Ãr and brownian motion of the Weyl chamber

Bruno Schapira (2009)

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

In this paper we study a random walk on an affine building of type Ãr, whose radial part, when suitably normalized, converges toward the brownian motion of the Weyl chamber. This gives a new discrete approximation of this process, alternative to the one of Biane (Probab. Theory Related Fields89 (1991) 117–129). This extends also the link at the probabilistic level between riemannian symmetric spaces of the noncompact type and their discrete counterpart, which had been previously discovered by Bougerol...

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