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Zapiski Nauchnykh Seminarov POMI, 2012, Volume 408, Pages 102–114
(Mi znsl5495)
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This article is cited in 1 scientific paper (total in 2 paper)
Nonsingular transformations of the symmetric Lévy processes
A. M. Vershika, N. V. Smorodinab a St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg, Russia
b St. Petersburg State University, St. Petersburg, Russia
Abstract:
In this paper we consider the group of transformations of the space of trajectories of the symmetric $\alpha$-stable Lévy laws with constant of stability $\alpha\in[0;2)$. For $\alpha=0$ the true analog of the stable Lévy process (so called $0$-stable process) is the $\gamma$-process, whose measure is quasi-invariant under the action of the group of multiplicators $\mathcal M\equiv\{M_a\colon a\geq0;\lg a\in L^1\}$ – the action of $M_a$ on trajectories $\omega(.)$ is $(M_a\omega)(t)=a(t)\omega(t)$. For each $\alpha<2$ an appropriate conjugacy takes the group $\mathcal M$ to a group $\mathcal M_\alpha$ of nonlinear transformations of the trajectories and the law of the corresponding stable process is quasi-invariant under those groups. We prove that when $\alpha=2$, the appropriate changing of the coordinates reduces the group of symmetries to the Cameron–Martin group of nonsingular translations of the trajectories of Wiener process.
Key words and phrases:
Wiener measure, gamma-mesure, deformation of the symmery groups.
Received: 08.10.2012
Citation:
A. M. Vershik, N. V. Smorodina, “Nonsingular transformations of the symmetric Lévy processes”, Probability and statistics. Part 18, Zap. Nauchn. Sem. POMI, 408, POMI, St. Petersburg, 2012, 102–114; J. Math. Sci. (N. Y.), 199:2 (2014), 123–129
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https://www.mathnet.ru/eng/znsl5495 https://www.mathnet.ru/eng/znsl/v408/p102
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