Around Tsirelson's equation, or: The evolution process may not explain everything

K. Yano , Marc Yor (1)

1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

We present a synthesis of a number of developments which have been made around the celebrated Tsirelson's equation (1975), conveniently modified in the framework of a Markov chain taking values in a compact group G, and indexed by negative time. To illustrate, we discuss in detail the case of the one-dimensional torus G = T.

Domaines: Probabilités [math.PR]

K. Yano, Marc Yor. Around Tsirelson's equation, or: The evolution process may not explain everything. Probability Surveys, 2015, 12 (1-12), ⟨10.1214/15-PS256⟩. ⟨hal-01262799⟩