Mutual absolute continuity of the Slepian and shifted Brownian zero sets

Let SS be the Slepian process, let BB be standard Brownian motion, and let ξN(0,1)\xi\sim\mathcal{N}(0,1) be independent of BB. For t0t\geq 0, consider the zero sets

{u[0,t]:Su=0}and{u[0,t]:ξ+Bu=0}.\{u\in[0,t]:S_u=0\}\quad\text{and}\quad\{u\in[0,t]:\xi+B_u=0\}.

Zero-set absolute-continuity conjecture. For every t0t\geq 0, the Slepian zero set on [0,t][0,t] is mutually absolutely continuous with respect to the zero set of Brownian motion started at ξ\xi:

{u[0,t]:Su=0}and{u[0,t]:ξ+Bu=0} are mutually absolutely continuous.\{u\in[0,t]:S_u=0\}\quad\text{and}\quad\{u\in[0,t]:\xi+B_u=0\}\text{ are mutually absolutely continuous.}

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 11.

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).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.