The local structure of $q$-Gaussian processes

zbMath1357.60081arXiv1511.06667MaRDI QIDQ2958730

Wlodzimierz Bryc, Yizao Wang

Publication date: 3 February 2017

Full work available at URL: https://arxiv.org/abs/1511.06667

zbMATH Keywords

self-similar processCauchy process\(q\)-Brownian motionfree stable lawtangent processinhomogeneous Markov process\(q\)-Ornstein-Uhlenbeck process\(q\)-Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17) Transition functions, generators and resolvents (60J35)

Related Items (7)

Large jumps of \(q\)-Ornstein-Uhlenbeck processes ⋮ Dual representations of Laplace transforms of Brownian excursion and generalized meanders ⋮ Extremes of \(q\)-Ornstein-Uhlenbeck processes ⋮ Fluctuations of random Motzkin paths ⋮ From the asymmetric simple exclusion processes to the stationary measures of the KPZ fixed point on an interval ⋮ Unnamed Item ⋮ Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries

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