A converse to Pitman's theorem for a space-time Brownian motion in a type A_1^1 Weyl chamber
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2022
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| _version_ | 1866913204278394880 |
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| author | Defosseux, Manon Herent, Charlie |
| author_facet | Defosseux, Manon Herent, Charlie |
| contents | We prove an inverse Pitman's theorem for a space-time Brownian motion conditioned in Doob's sense to remain in an affine Weyl chamber. Our theorem provides a way to recover an unconditioned space-time Brownian motion from a conditioned one by applying a sequence of path transformations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2211_03439 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | A converse to Pitman's theorem for a space-time Brownian motion in a type A_1^1 Weyl chamber Defosseux, Manon Herent, Charlie Probability We prove an inverse Pitman's theorem for a space-time Brownian motion conditioned in Doob's sense to remain in an affine Weyl chamber. Our theorem provides a way to recover an unconditioned space-time Brownian motion from a conditioned one by applying a sequence of path transformations. |
| title | A converse to Pitman's theorem for a space-time Brownian motion in a type A_1^1 Weyl chamber |
| topic | Probability |
| url | https://arxiv.org/abs/2211.03439 |