On the iterated Lévy transforms of Brownian motion

Hatem Hajri (1)

1 Uni.lu - Université du Luxembourg

We study approximations of the iteratd Lévy transforms of Brownian motion by the discrete Csaki Vincze transformation which applies to simple random walks. We establish ergodicity in discrete time and some convergence results.

Mots clés: Lévy transformation; Csaki-Vincze transformation; Brownian motion.; Brownian motion

Domaines: Probabilités [math.PR]

Hatem Hajri. On the iterated Lévy transforms of Brownian motion. 2012. ⟨hal-00727129v1⟩