Probability density function of the local score position

DOI10.1016/J.SPA.2018.10.008MaRDI QIDQ2274252zbMATH OpenOpenAlexFDO

Authors Agnès Lagnoux, Sabine Mercier, Pierre Vallois

Publication date 19 September 2019

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

Full work available at URL https://doi.org/10.1016/j.spa.2018.10.008

zbMATH Keywords

sequence analysisBrownian bridgereflected Brownian motionBrownian excursionslocal scoreLindley process

Mathematics Subject Classification ID

Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17)

Recommendations

• Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score
• Brownian local times
• On the local time of the Brownian motion
• A density for the local time of the Brox diffusion
• On the local time density of the reflecting Brownian bridge

Cites work

• scientific article; zbMATH DE number 1817636 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• Applied Probability and Queues
• Asymptotic behavior of the local score of independent and identically distributed random sequences.
• CONTINUOUS INSPECTION SCHEMES
• Detecting Local High-Scoring Segments: a First-Stage Approach for Genome-Wide Association Studies
• Detection of abrupt changes: theory and application
• Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score
• Exact distribution of the local score for Markovian sequences
• Impact of the stability bound choice on the approximation of ruin probabilities
• Limit distributions of maximal segmental score among Markov-dependent partial sums
• Lindley first-order autoregressive model with applications
• Methods for assessing the statistical significance of molecular sequence features by using general scoring schemes.
• Optimal stopping times for detecting changes in distributions
• Optimality of the CUSUM procedure in continuous time.
• Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
• Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\).
• Quickest Detection
• Sur la loi conjointe du maximum et de l'inverse du temps local du mouvement brownien: application a un theoreme de knight
• Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times)

Cited in

(5)

• Duality between the local score of one sequence and constrained hidden Markov model
• A novel method to accurately calculate statistical significance of local similarity analysis for high-throughput time series
• Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score
• An analytical description of the time-integrated Brownian bridge
• Distribution exacte du score local d'une suite de variables indépendentes et identiquement distribuées

This page was built for publication: Probability density function of the local score position

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2274252)