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 converges stably to an independent random variable uniformly distributed on the unit interval, as soon as the random variable 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 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}
}