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pro vyhledávání: '"Brownian excursion"'
Akademický článek
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Publikováno v:
The Annals of Probability, 2003 Jul 01. 31(3), 1655-1678.
Externí odkaz:
https://www.jstor.org/stable/3481503
Autor:
Gittenberger, Bernhard, Louchard, Guy
Publikováno v:
Journal of Applied Probability, 1999 Jun 01. 36(2), 350-373.
Externí odkaz:
https://www.jstor.org/stable/3215461
Autor:
Meerson, B.
Publikováno v:
J. Stat. Mech. (2020) 103208
Area fluctuations of a Brownian excursion are described by the Airy distribution, which found applications in different areas of physics, mathematics and computer science. Here we generalize this distribution to describe the area fluctuations on a \e
Externí odkaz:
http://arxiv.org/abs/2007.08903
Autor:
Aïdékon, E., Da Silva, W.
The aim of this paper is to present a self-similar growth-fragmentation process linked to a Brownian excursion in the upper half-plane $\mathbb{H}$, obtained by cutting the excursion at horizontal levels. We prove that the associated growth-fragmenta
Externí odkaz:
http://arxiv.org/abs/2005.06372
Autor:
Aïdékon, Elie1 (AUTHOR), Da Silva, William2 (AUTHOR) william.da-silva@lpsm.paris
Publikováno v:
Probability Theory & Related Fields. Jun2022, Vol. 183 Issue 1/2, p125-166. 42p.
Autor:
Smith, Naftali R., Meerson, Baruch
Publikováno v:
J. Stat. Mech. (2019) 023205
We study a Brownian excursion on the time interval $\left|t\right|\leq T$, conditioned to stay above a moving wall $x_{0}\left(t\right)$ such that $x_0\left(-T\right)=x_0\left(T\right)=0$, and $x_{0}\left(\left|t\right|0$. For a whole class
Externí odkaz:
http://arxiv.org/abs/1811.01565
Autor:
Meerson, Baruch
Publikováno v:
J. Stat. Mech. (2019) 013210
We study large fluctuations of the area $\mathcal{A}$ under a Brownian excursion $x(t)$ on the time interval $|t|\leq T$, constrained to stay away from a moving wall $x_0(t)$ such that $x_0(-T)=x_0(T)=0$ and $x_0(|t|0$. We focus on wall functions
Externí odkaz:
http://arxiv.org/abs/1811.03345
Autor:
Cohen, J. W., Hooghiemstra, G.
Publikováno v:
Mathematics of Operations Research, 1981 Nov 01. 6(4), 608-629.
Externí odkaz:
https://www.jstor.org/stable/3689204
Autor:
Aldous, David
Publikováno v:
The Annals of Probability, 1994 Apr 01. 22(2), 527-545.
Externí odkaz:
https://www.jstor.org/stable/2244884