Service interruption on Monday 11 July from 12:30 to 13:00: all the sites of the CCSD (HAL, Epiciences, SciencesConf, AureHAL) will be inaccessible (network hardware connection).
Skip to Main content Skip to Navigation
Journal articles

Shifting Processes with Cyclically Exchangeable Increments at Random

Abstract :

We propose a path transformation which applied to a cyclically exchangeable increment process conditions its minimum to belong to a given interval.

This path transformation is then applied to processes with start and end at 0. It is seen that, under simple conditions, the weak limit as ε→0 of the process conditioned on remaining above −ε exists and has the law of the Vervaat transformation of the process.

We examine the consequences of this path transformation on processes with exchangeable increments, Lévy bridges, and the Brownian bridge.

Document type :
Journal articles
Complete list of metadata
Contributor : Okina Univ Angers Connect in order to contact the contributor
Submitted on : Friday, November 4, 2016 - 10:46:16 AM
Last modification on : Wednesday, October 20, 2021 - 3:18:54 AM

Links full text




Loïc Chaumont, Geronimo Uribe. Shifting Processes with Cyclically Exchangeable Increments at Random. Progress in Probability, 2015, 69, pp.101-117. ⟨10.1007/978-3-319-13984-5_5⟩. ⟨hal-01392197⟩



Record views