The Markov-quantile process attached to a family of Marginals

Charles Boubel, Nicolas Juillet

Let $\mu$ = ($\mu$t)t$\in$R be any 1-parameter family of probability measures on R. Its quantile process (Gt)t$\in$R : ]0, 1[ $\to$ RR, given by Gt($\alpha$) = inf{x $\in$ R : $\mu$t(…