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Some Ergodic Theorems for Random Rotations on Wiener Space

Probability 2007-05-23 v1

Abstract

In this paper we study ergodicity and mixing property of some measure preserving transformations on the Wiener space (W,H,\mu) which are generated by some random unitary operators defined on the Cameron-Martin space H.

Keywords

Cite

@article{arxiv.math/0110162,
  title  = {Some Ergodic Theorems for Random Rotations on Wiener Space},
  author = {A. S. Ustunel and M. Zakai},
  journal= {arXiv preprint arXiv:math/0110162},
  year   = {2007}
}

Comments

19 pages