Pré-Publication, Document De Travail Année : 2025

Extension of a theorem of Wschebor to free and matrix Brownian motions

Résumé

In 1992, M. Wschebor proved a theorem on the convergence of small increments of the Brownian motion. Since then, it has been extended to various processes. We prove a version of this theorem for the Hermitian Brownian motion and the free Brownian motion. Since these theorems deal with a convergence to a deterministic limit, we prove also the convergence in distribution of the corresponding fluctuations.

Fichier principal
Vignette du fichier
Hal1.pdf (533.82 Ko) Télécharger le fichier
Origine Fichiers éditeurs autorisés sur une archive ouverte
Licence

Dates et versions

hal-05084492 , version 1 (26-05-2025)
hal-05084492 , version 2 (03-12-2025)

Licence

Identifiants

  • HAL Id : hal-05084492 , version 1

Citer

Alain Rouault, Catherine Donati-Martin. Extension of a theorem of Wschebor to free and matrix Brownian motions. 2025. ⟨hal-05084492v1⟩
111 Consultations
138 Téléchargements

Partager

  • More