Brownian motion conditioned to have restricted $L_2$-norm
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| Soggetti: | |
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| _version_ | 1866916376255397888 |
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| author | Aurzada, Frank Lifshits, Mikhail Schickentanz, Dominic T. |
| author_facet | Aurzada, Frank Lifshits, Mikhail Schickentanz, Dominic T. |
| contents | We condition a Brownian motion on having an atypically small $L_2$-norm on a long time interval. The obtained limiting process is a non-stationary Ornstein-Uhlenbeck process. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_12982 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Brownian motion conditioned to have restricted $L_2$-norm Aurzada, Frank Lifshits, Mikhail Schickentanz, Dominic T. Probability We condition a Brownian motion on having an atypically small $L_2$-norm on a long time interval. The obtained limiting process is a non-stationary Ornstein-Uhlenbeck process. |
| title | Brownian motion conditioned to have restricted $L_2$-norm |
| topic | Probability |
| url | https://arxiv.org/abs/2312.12982 |