Applications of the continuous-time ballot theorem to Brownian motion and related processes.

DOI10.1016/S0304-4149(01)00097-7zbMath1060.60046MaRDI QIDQ1765999

Jason Ross Schweinsberg

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Brownian motionBrownian excursionfragmentation processesballot theorem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Combinatorial probability (60C05)

Related Items (3)

Eternal solutions to Smoluchowski's coagulation equation with additive kernel and their probabilistic interpretations ⋮ The structure of the allelic partition of the total population for Galton-Watson processes with neutral mutations ⋮ On small masses in self-similar fragmentations.

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