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Let $S$ be the unit sphere of $C[0,1], \|\cdot\|_{\infty})$, let $(B_{t})_{t}$ the brownian motion.

I would like to show that for anythe measure $A\in \mathbb{B}(S)$$\mu_r$ defined on $\mathbb{B}(S)$ by

$\mu_{A}:=P\Big(\frac{B}{\| B \|_{\infty}}\in A | \|B\|_{\infty}>t\Big)$$\mu_r(A):=P\Big(\frac{B}{\| B \|_{\infty}}\in A \Big| \|B\|_{\infty}>r\Big)$ does not converge weakly to any measure as $t \to \infty$$r \to \infty$.

I tried to evaluate the measure $\mu$ on the subsets of the cylinder generated by the evaluation map but it is still difficult to manipulate.

Does any one have an idea ?

Let $S$ be the unit sphere of $C[0,1], \|\cdot\|_{\infty})$, let $(B_{t})_{t}$ the brownian motion.

I would like to show that for any $A\in \mathbb{B}(S)$

$\mu_{A}:=P\Big(\frac{B}{\| B \|_{\infty}}\in A | \|B\|_{\infty}>t\Big)$ does not converge weakly to any measure as $t \to \infty$.

I tried to evaluate the measure $\mu$ on the subsets of the cylinder generated by the evaluation map but it is still difficult to manipulate.

Does any one have an idea ?

Let $S$ be the unit sphere of $C[0,1], \|\cdot\|_{\infty})$, let $(B_{t})_{t}$ the brownian motion.

I would like to show that the measure $\mu_r$ defined on $\mathbb{B}(S)$ by

$\mu_r(A):=P\Big(\frac{B}{\| B \|_{\infty}}\in A \Big| \|B\|_{\infty}>r\Big)$ does not converge weakly to any measure as $r \to \infty$.

I tried to evaluate the measure $\mu$ on the subsets of the cylinder generated by the evaluation map but it is still difficult to manipulate.

Does any one have an idea ?

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Paul
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Let $S$ be the unit sphere of $C[0,1], \|\cdot\|_{\infty})$, let $(B_{t})_{t}$ the brownian motion and $M:=\left| \left|B \right| \right|_{\infty}\sim \left| N(0,1)\right|$.

I would like to show that for any $A\in \mathbb{B}(S)$

$\mu_{A}:=P\Big(\frac{B}{\| B \|_{\infty}}\in A | \|B\|_{\infty}>t\Big)$ does not converge weakly to any measure as $t \to \infty$.

I tried to evaluate the measure $\mu$ on the subsets of the cylinder generated by the evaluation map but it is still difficult to manipulate.

Does any one have an idea ?

Let $S$ be the unit sphere of $C[0,1], \|\cdot\|_{\infty})$, let $(B_{t})_{t}$ the brownian motion and $M:=\left| \left|B \right| \right|_{\infty}\sim \left| N(0,1)\right|$

I would like to show that for any $A\in \mathbb{B}(S)$

$\mu_{A}:=P\Big(\frac{B}{\| B \|_{\infty}}\in A | \|B\|_{\infty}>t\Big)$ does not converge weakly to any measure as $t \to \infty$.

I tried to evaluate the measure $\mu$ on the subsets of the cylinder generated by the evaluation map but it is still difficult to manipulate.

Does any one have an idea ?

Let $S$ be the unit sphere of $C[0,1], \|\cdot\|_{\infty})$, let $(B_{t})_{t}$ the brownian motion.

I would like to show that for any $A\in \mathbb{B}(S)$

$\mu_{A}:=P\Big(\frac{B}{\| B \|_{\infty}}\in A | \|B\|_{\infty}>t\Big)$ does not converge weakly to any measure as $t \to \infty$.

I tried to evaluate the measure $\mu$ on the subsets of the cylinder generated by the evaluation map but it is still difficult to manipulate.

Does any one have an idea ?

Minor Math Jaxing
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Daniele Tampieri
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Let $S$ be the unit sphere of $C[0,1], \|. \|_{\infty})$$C[0,1], \|\cdot\|_{\infty})$, let $(B_{t})_{t}$ the brownian motion and $M:=\left| \left|B \right| \right|_{\infty}\sim \left| N(0,1)\right|$

I would like to show that for any $A\in \mathbb{B}(S)$

$\mu_{A}:=P(\frac{B}{\| B \|_{\infty}}\in A | \|B\|_{\infty}>t)$$\mu_{A}:=P\Big(\frac{B}{\| B \|_{\infty}}\in A | \|B\|_{\infty}>t\Big)$ does not converge weakly to any measure as $t \to \infty$.

I tried to evaluate the measure $\mu$ on the subsets of the cylinder generated by the evaluation map but it is still difficult to manipulate.

Does any one have an idea ?

Let $S$ be the unit sphere of $C[0,1], \|. \|_{\infty})$, let $(B_{t})_{t}$ the brownian motion and $M:=\left| \left|B \right| \right|_{\infty}\sim \left| N(0,1)\right|$

I would like to show that for any $A\in \mathbb{B}(S)$

$\mu_{A}:=P(\frac{B}{\| B \|_{\infty}}\in A | \|B\|_{\infty}>t)$ does not converge weakly to any measure as $t \to \infty$.

I tried to evaluate the measure $\mu$ on the subsets of the cylinder generated by the evaluation map but it is still difficult to manipulate.

Does any one have an idea ?

Let $S$ be the unit sphere of $C[0,1], \|\cdot\|_{\infty})$, let $(B_{t})_{t}$ the brownian motion and $M:=\left| \left|B \right| \right|_{\infty}\sim \left| N(0,1)\right|$

I would like to show that for any $A\in \mathbb{B}(S)$

$\mu_{A}:=P\Big(\frac{B}{\| B \|_{\infty}}\in A | \|B\|_{\infty}>t\Big)$ does not converge weakly to any measure as $t \to \infty$.

I tried to evaluate the measure $\mu$ on the subsets of the cylinder generated by the evaluation map but it is still difficult to manipulate.

Does any one have an idea ?

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Paul
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Paul
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