Skorokhod embeddings via stochastic flows on the space of Gaussian measures
نویسندگان
چکیده
منابع مشابه
new semigroup compactifications via the enveloping semigroups of associated flows
this thesis deals with the construction of some function algebras whose corresponding semigroup compactification are universal with respect to some properies of their enveloping semigroups. the special properties are of beigan a left zero, a left simple, a group, an inflation of the right zero, and an inflation of the rectangular band.
15 صفحه اولConstructing self-similar martingales via two Skorokhod embeddings
With the help of two Skorokhod embeddings, we construct martingales which enjoy the Brownian scaling property and the (inhomogeneous) Markov property. The second method necessitates randomization, but allows to reach any law with finite moment of order 1, centered, as the distribution of such a martingale at unit time. The first method does not necessitate randomization, but an additional restr...
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A Hilbert space embedding for probability measures has recently been proposed (Gretton et al., 2007; Smola et al., 2007), with applications including dimensionality reduction, homogeneity testing and independence testing. This embedding represents any probability measure as a mean element in a reproducing kernel Hilbert space (RKHS). Using this embedding, a pseudometric (let us define it as γk)...
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A Hilbert space embedding for probability measures has recently been proposed, with applications including dimensionality reduction, homogeneity testing and independence testing. This embedding represents any probability measure as a mean element in a reproducing kernel Hilbert space (RKHS). The embedding function has been proven to be injective when the reproducing kernel is universal. In this...
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Let G be a Lie group and Γ be a discrete subgroup. We show that if {μn} is a convergent sequence of probability measures on G/Γ which are invariant and ergodic under actions of unipotent one-parameter subgroups, then the limit μ of such a sequence is supported on a closed orbit of the subgroup preserving it, and is invariant and ergodic for the action of a unipotent one-parameter subgroup of G.
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2016
ISSN: 0246-0203
DOI: 10.1214/15-aihp682