English

An extension to the Wiener space of the arbitrary functions principle

Probability 2007-05-23 v1

Abstract

The arbitrary functions principle says that the fractional part of nXnX converges stably to an independent random variable uniformly distributed on the unit interval, as soon as the random variable XX possesses a density or a characteristic function vanishing at infinity. We prove a similar property for random variables defined on the Wiener space when the stochastic measure dB_sdB\_s is crumpled on itself.

Keywords

Cite

@article{arxiv.math/0610509,
  title  = {An extension to the Wiener space of the arbitrary functions principle},
  author = {Nicolas Bouleau},
  journal= {arXiv preprint arXiv:math/0610509},
  year   = {2007}
}