A pathwise interpretation of the Gorin-Shkolnikov identity

DOI10.1214/16-ECP10zbMath1346.60130arXiv1603.04537MaRDI QIDQ303685

Yuu Hariya

Publication date: 22 August 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.04537

zbMATH Keywords

local timeGorin-Shkolnikov identityJeulin's identitynormalized Brownian excursion

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (3)

Stochastic Airy semigroup through tridiagonal matrices ⋮ The Gorin-Shkolnikov identity and its random tree generalization ⋮ Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions

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