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A clever (self-repelling) burglar


 
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1. Title Title of document A clever (self-repelling) burglar
 
2. Creator Author's name, affiliation, country Laure Dumaz; École Normale Supérieure, Université Paris-Sud, BME Budapest; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) self-interacting processes ; local time
 
3. Subject Subject classification 60K35
 
4. Description Abstract We derive the following property of the "true self-repelling motion", a continuous real-valued self-interacting process $(X_t, t \ge 0)$ introduced by Balint Toth and Wendelin Werner. Conditionally on its occupation time measure at time one (which is the information about how much time it has spent where before time one), the law of $X_1$ is uniform in a certain admissible interval. This contrasts with the corresponding conditional distribution for Brownian motion that had been studied by Warren and Yor.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2012-08-04
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/1758
 
10. Identifier Digital Object Identifier 10.1214/EJP.v17-1758
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 17
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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