Results 21 to 30 of about 908 (31)
Nontangential and probabilistic boundary behavior of pluriharmonic functions
, 2006 Let $u$ be a pluriharmonic function on the unit ball in $\mathbb{C}^n$. I consider the relationship between the set of points $L_u$ on the boundary of the ball at which $u$ converges nontangentially and the set of points $\mathcal{L}_u$ at which $u ...
Tanner, Steve
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, 2006 Estimates are obtained for the expected volume of intersection of independent Wiener sausages in Euclidean space in the small time limit. The asymptotic behaviour of the weighted diagonal heat kernel norm on compact Riemannian manifolds with smooth ...
Berg, M. van den, Gilkey, P.
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A note on the frontier of a branching reflected Brownian motion [PDF]
, 2014 In this note, we study the asymptotical frontier behavior of a branching reflected Brownian motion. There is essentially no difference in maximal displacement between a branching Brownian motion and its reflected counterpart.
Tang, Wenpin
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A "One-line" Simulator for Maxima or Minima on Drifting Brownian Paths [PDF]
A simple transform of a standard uniform variate is given for simulation of the maximum attained by a Wiener process with drift, conditioned upon the level attained by the process over an arbitrary time interval.
Allen Abrahamson
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Stepping-stone model with circular Brownian migration [PDF]
, 2005 In this paper we consider a stepping-stone model on a circle with circular Brownian migration. We first point out a connection between Arratia flow and the marginal distribution of this model.
Zhou, Xiaowen
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The role of Skorokhod space in the development of the econometric analysis of time series [PDF]
This paper discusses the fundamental role played by Skorokhod space, through its underpinning of functional central limit theory, in the development of the paradigm of unit roots and co-integration.
Mc CRORIE, J. Roderick
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Analytical and Numerical Treatments of Conservative Diffusions and the Burgers Equation. [PDF]
Entropy (Basel), 2018 Prodanov D.
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Loop-Erased Walks and Random Matrices. [PDF]
J Stat Phys, 2019 Arista J, O'Connell N.
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FRACTALS WITH POINT IMPACT IN FUNCTIONAL LINEAR REGRESSION. [PDF]
Ann Stat, 2010 McKeague IW, Sen B.
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Occupation Times on the Legs of a Diffusion Spider. [PDF]
Entropy (Basel)Salminen P, Stenlund D.
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