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Finitary isomorphisms of Brownian motions

Authors :
Zemer Kosloff
Terry Soo
Source :
Ann. Probab. 48, no. 4 (2020), 1966-1979
Publication Year :
2020
Publisher :
The Institute of Mathematical Statistics, 2020.

Abstract

Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism between any two such Brownian motions. For fixed h >0, we construct by elementary methods, isomorphisms with almost surely finite coding windows between Brownian motions reflected on the intervals [0, qh] for all positive rationals q.<br />Published at https://doi.org/10.1214/19-AOP1412 in the Annals of Probability by the Institute of Mathematical Statistics

Details

Language :
English
Database :
OpenAIRE
Journal :
Ann. Probab. 48, no. 4 (2020), 1966-1979
Accession number :
edsair.doi.dedup.....6a2d4bbaf7b8fdcc770d95ded276c22b