Results 11 to 20 of about 44 (43)
Tied Favourite Edges for Simple Random Walk
, 1996 We show that there are almost surely only finitely many times at which there are at least 4 `tied' favourite edges for a simple random walk. This (partially) answers a question of P. Erdos and P. R'ev'esz.
Toth, Balint +3 more
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Asymptotic Properties of Additive Functionals of Brownian Motion
, 1997 this paper, we study the asymptotic behavior of additive functionals of Brownian motion which are not necessarily of bounded variation. The result is then applied to the Hilbert transform of the Brownian local time.
Masayoshi Takeda, Tusheng Zhang
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Favorite Sites of a Persistent Random Walk. [PDF]
J Math Anal Appl, 2021 Ghosh A, Noren S, Roitershtein A.
europepmc +1 more source
On the tail of the branching random walk local time. [PDF]
Probab Theory Relat Fields, 2021 Angel O, Hutchcroft T, Járai A.
europepmc +1 more source
On the Quasi-regularity of Semi-Dirichlet Forms
, 1996 We prove that if a right Markov process is associated with a semi-Dirichlet form, then the form is necessarily quasi-regular. As an applications, we develop the theory of Revuz measures in the semi-Dirichlet context and we show that quasi-regularity is ...
P. J. Fitzsimmons
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, 1995 . Fix two rectangles A, B in [0, 1] N . Then the size of the random set of double points of the N-parameter Brownian motion (W t ) t#[0,1] N in R d , i.e.
Ferenc Weisz, Peter Imkeller
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The bead process for beta ensembles. [PDF]
Probab Theory Relat Fields, 2021 Najnudel J, Virág B.
europepmc +1 more source
Institut Henri Poincaré -Probabilités et Statistiques
, 2009 . In this paper, the object of study is a Skorohod SDE in a convex polyhedron with oblique reflection at the boundary. We prove that the solution is pathwise differentiable with respect to its deterministic starting point up to the time when two of the ...
Sebastian Andres
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Favourite sites of transient Brownian motion
We present an accurate description for the location of maximum of d-dimensional Brownian motion. In case d = 1, this is a well-known theorem of Csáki et al. (1987a).
Hu, Yueyun, Shi, Zhan
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Ray-Knight theorems related to a stochastic flow
We study a stochastic flow of l(1)-homeomorphisms of R. At certain stopping times, the spatial derivative of the flow is a diffusion in the space variable and its generator is given This answers several questions posed in a previous study by Bass and ...
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