The Uniform Law for Exchangeable and Lévy Process Bridges
The Uniform Law for Exchangeable and Lévy Process Bridges
Astérisque | 1996
Anglais
Let X(t), 0≤t≤1, be a bridge from 0 to 0 with exchangeable increments on D[0,1]. We obtain the n.a.s.c. for the sojourn below 0 to be uniformly distributed, or equivalently for X to have a uniform index of the (unique) supremum. This is applied to Lévy bridges.
L'abonnement correspond aux 8 volumes annuels : 7 volumes d'Astérisque et le volume des exposés Bourbaki de l'année universitaire écoulée.
This subscription corresponds to 8 volumes: 7 volumes of Astérisque plus one volume with the texts of the Bourbaki talks given in the past year.