Mutual absolute continuity of the Slepian and shifted Brownian zero sets
Mutual absolute continuity of the Slepian and shifted Brownian zero sets
Let be the Slepian process, let be standard Brownian motion, and let be independent of . For , consider the zero sets
Zero-set absolute-continuity conjecture. For every , the Slepian zero set on is mutually absolutely continuous with respect to the zero set of Brownian motion started at :
The paper establishes the corresponding local structure on the unit interval through a path decomposition and explains that the Gaussian-measure absolute continuity used there fails beyond the unit interval. The conjecture proposes that mutual absolute continuity of the zero sets nevertheless holds on every finite interval, including intervals longer than .
Sources & referencesView supporting material
Primary source
Jim Pitman and Wenpin Tang, “The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift”, arXiv:1411.0040 (2015).
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