Brownian motion, bridge excursion, and meander characterized by sampling at independent uniform times
zbMATH Open0935.60068MaRDI QIDQ1293641FDOQ1293641
Authors: Jim Pitman 
Publication date: 8 July 1999
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/120221
Recommendations
random walkHermite functionrandom partitionsgeneralized Stirling numbersBessel polynomialsuniform order statisticsMcDonald functionalternating exponentialcritical binary random treeproducts of gamma variablesVervaat's transformation
Cited In (30)
- Joint degree distributions of preferential attachment random graphs
- Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
- Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
- Title not available (Why is that?)
- Extreme sizes in Gibbs-type exchangeable random partitions
- Random oscillations and Brownian bridges with variable input
- Inference for conditioned Galton-Watson trees from their Harris path
- Title not available (Why is that?)
- Gibbs partitions, Riemann-Liouville fractional operators, Mittag-Leffler functions, and fragmentations derived from stable subordinators
- Dual representations of Laplace transforms of Brownian excursion and generalized meanders
- The greatest convex minorant of Brownian motion, meander, and bridge
- Basic analytic combinatorics of directed lattice paths
- Thermodynamic limits of macroeconomic or financial models: one- and two-parameter Poisson-Dirichlet models
- Beta-coalescents and continuous stable random trees
- Certain results on Euler-type integrals and their applications
- Brownian meanders, importance sampling and unbiased simulation of diffusion extremes
- Random scaling and sampling of Brownian motion
- First order transition for the branching random walk at the critical parameter
- Sampling Brownian house-moving
- Schnorr randomness for noncomputable measures
- Probabilistic approach to the heat equation with a dynamic Hardy-type potential
- On exact simulation algorithms for some distributions related to Brownian motion and Brownian meanders
- Growth of the Brownian forest
- On the law of a triplet associated with the pseudo-Brownian bridge
- Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries
- On a class of distributions on the simplex
- Random walk processes and their applications in order statistics
- Evaluations of certain Euler type integrals
- Ordered sample from two-parameter GEM distribution
- Shifting processes with cyclically exchangeable increments at random
This page was built for publication: Brownian motion, bridge excursion, and meander characterized by sampling at independent uniform times
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1293641)
