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Pré-Publication, Document De Travail Année : 2012

On the Csáki-Vincze transformation

Hatem Hajri
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Résumé

Cs aki and Vincze have de fined in 1961 a discrete transformation T which applies to simple random walks and is measure preserving. In this paper, we are interested in ergodic and assymptotic properties of T . We prove that T is exact : \cap_{k\geq 1} \sigma(T^k(S)) is trivial for each simple random walk S and give a precise description of the lost information at each step k. We then show that, in a suitable scaling limit, all iterations of T "converge" to the corresponding iterations of the continous L evy transform of Brownian motion. Some consequences are also derived from these two results.
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Dates et versions

hal-00727129 , version 1 (02-09-2012)
hal-00727129 , version 2 (15-09-2012)

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Hatem Hajri. On the Csáki-Vincze transformation. 2012. ⟨hal-00727129v2⟩
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