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The noise of a Brownian sticky flow is black

Probability 2007-05-23 v2

Abstract

In this note, it is proved that the noise (in the sense of Tsirelson) generated by a Brownian sticky flow (as defined in math.PR/0211387) is black.

Keywords

Cite

@article{arxiv.math/0212269,
  title  = {The noise of a Brownian sticky flow is black},
  author = {Yves Le Jan and Olivier Raimond},
  journal= {arXiv preprint arXiv:math/0212269},
  year   = {2007}
}

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7 pages