Probability density function of the local score position

DOI10.1016/J.SPA.2018.10.008zbMATH Open1422.60062OpenAlexW2898846977MaRDI QIDQ2274252FDOQ2274252

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

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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)

Cites Work

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Cited In (5)

• 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
• Duality between the local score of one sequence and constrained hidden Markov model
• Distribution exacte du score local d'une suite de variables indépendentes et identiquement distribuées
• An analytical description of the time-integrated Brownian bridge

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