Abstract
We show that the Cauchy random walk on the line, and the Gaussian random walk on the plane are similar as infinite measure preserving transformations.
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Aaronson, J. On the structure of stable random walks. Proc. Indian Acad. Sci. (Math. Sci.) 104, 413–419 (1994). https://doi.org/10.1007/BF02863421
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DOI: https://doi.org/10.1007/BF02863421