Orateur
Victor Kleptsyn
(Université de Rennes)
Description
Take two Gaussian independent random variables X and Y, both N(0,1).
The Cantelli conjecture addresses non-linear combinations of the form
Z= X+f(X)*Y, where f is a non-negative function. It states that if Z is Gaussian,
f should be constant almost everywhere.
In a joint work with Aline Kurtzmann, we have constructed a (measurable) counter-example
to this conjecture, with a construction that uses a « Brownian » variation of a transport.
This construction will be the subject of my talk.
