The asymptotic behavior of convex rearrangements for smooth approximations of random processes is considered. The main results are.
- the relations between the convergence of convex rearrangements of absolutely continuous on [0, 1] functions and the weak convergence of its derivatives considered as random variables on the probability space {[0, 1], ß[0, 1], λ} are established:
- a strong law of
... [Show full abstract] large numbers for convex rearrangements of polygonal approximations of stable processes with the exponent α, 1<α≦2, is proved:
- the relations with the results by M. Wshebor (see references) on oscillations of the Wiener process and with the results by Yu. Davydov and A. M. Vershik (see references) on convex rearrangements of random walks are discussed.