Processes iterated ad libitum
Probability
2015-04-27 v1
Abstract
Consider the th iterated Brownian motion . Curien and Konstantopoulos proved that for any distinct numbers , converges in distribution to a limit independent of the 's, exchangeable, and gave some elements on the limit occupation measure of . Here, we prove under some conditions, finite dimensional distributions of th iterated two-sided stable processes converge, and the same holds the reflected Brownian motions. We give a description of the law of , of the finite dimensional distributions of , as well as those of the iterated reflected Brownian motion iterated ad libitum.
Cite
@article{arxiv.1504.06433,
title = {Processes iterated ad libitum},
author = {Jérôme Casse and Jean-François Marckert},
journal= {arXiv preprint arXiv:1504.06433},
year = {2015}
}