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| HAL: hal-00107038, version 1 |
| arXiv: math.PR/0610509 |
| Detailed view |  Export this paper |
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| Comptes rendus de l'académie des sciences, Mathématiques 343 (2006) 329-332 |
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| An extension to the Wiener space of the arbitrary functions principle |
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| Nicolas Bouleau 1 |
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| (2006) |
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| The arbitrary functions principle says that the fractional part of $nX$ converges stably to an independent random variable uniformly distributed on the unit interval, as soon as the random variable $X$ possesses a density or a characteristic function vanishing at infinity. We prove a similar property for random variables defined on the Wiener space when the stochastic measure $dB_s$ is crumpled on itself. |
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| 1: | Centre d'Enseignement et de Recherche en Mathématiques, Informatique et Calcul Scientifique (CERMICS) |
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INRIA – Ecole des Ponts ParisTech |
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| Subject | : | Mathematics/Probability |
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| arbitrary functions – Poincaré – stable convergence – Wiener space – chaos |
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| hal-00107038, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00107038 | |
| oai:hal.archives-ouvertes.fr:hal-00107038 | |
| From: Nicolas Bouleau | |
| Submitted on: Tuesday, 17 October 2006 10:47:14 | |
| Updated on: Tuesday, 17 October 2006 10:53:34 | |
