The local structure of $q$-Gaussian processes
Probability
2019-12-30 v3
Abstract
The local structure of -Ornstein-Uhlenbeck processes and -Brownian motions are investigated, for all . These are the classical Markov processes corresponding to the noncommutative -Gaussian processes. These processes have discontinuous sample paths, and the local small jumps are characterized by tangent processes. It is shown that for all , 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 -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