Paper detail

On the Csáki-Vincze transformation

Cs aki and Vincze have de fined in 1961 a discrete transformation T which applies to simple random walks and is measure preserving. In this paper, we are interested in ergodic and assymptotic properties of T . We prove that T is exact : \cap_{k\geq 1} σ(T^k(S)) is trivial for each simple random walk S and give a precise description of the lost information at each step k. We then show that, in a suitable scaling limit, all iterations of T "converge" to the corresponding iterations of the continous L evy transform of Brownian motion. Some consequences are also derived from these two results.