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2012 A clever (self-repelling) burglar
Laure Dumaz
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Electron. J. Probab. 17: 1-17 (2012). DOI: 10.1214/EJP.v17-1758

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.

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Laure Dumaz. "A clever (self-repelling) burglar." Electron. J. Probab. 17 1 - 17, 2012. https://doi.org/10.1214/EJP.v17-1758

Information

Accepted: 4 August 2012; Published: 2012
First available in Project Euclid: 4 June 2016

zbMATH: 1260.60181
MathSciNet: MR2959067
Digital Object Identifier: 10.1214/EJP.v17-1758

Subjects:
Primary: 60K35

JOURNAL ARTICLE
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Vol.17 • 2012
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