English

The local structure of $q$-Gaussian processes

Probability 2019-12-30 v3

Abstract

The local structure of qq-Ornstein-Uhlenbeck processes and qq-Brownian motions are investigated, for all q(1,1)q\in(-1,1). These are the classical Markov processes corresponding to the noncommutative qq-Gaussian processes. These processes have discontinuous sample paths, and the local small jumps are characterized by tangent processes. It is shown that for all q(1,1)q\in(-1,1), the tangent processes at inner domain are scaled Cauchy processes possibly with drifts, and the tangent processes at the boundary of the domain are related to the free 1/21/2-stable law via Biane's construction.

Cite

@article{arxiv.1511.06667,
  title  = {The local structure of $q$-Gaussian processes},
  author = {Włodzimierz Bryc and Yizao Wang},
  journal= {arXiv preprint arXiv:1511.06667},
  year   = {2019}
}

Comments

15 pages, typos corrected

R2 v1 2026-06-22T11:50:38.582Z