Kac's formula, levy's local time and brownian excursion

DOI10.2307/3213611zbMATH Open0551.60086OpenAlexW2332765978MaRDI QIDQ3344947FDOQ3344947

Authors: Guy Louchard 

Publication date: 1984

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213611

Recommendations

• The Brownian excursion multi-dimensional local time density
• On the distribution of Brownian areas
• Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures
• On the occupation time of Brownian excursion
• A Guided Tour through Excursions

zbMATH Keywords

local timeKac's formulaLaplace transforms of distributionsLevy's decomposition

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (38)

• First-passage Brownian functionals with stochastic resetting
• The Brownian excursion area: A numerical analysis
• On the length of a random minimum spanning tree
• On the area under lattice paths associated with triangular diminishing urn models
• Brownian motion and algorithm complexity
• Dynamic algorithms in D. E. Knuth's model: A probabilistic analysis
• Generalized covariances of multi-dimensional Brownian excursion local times.
• A generalised Airy distribution function for the accumulated area swept by \(N\) vicious Brownian paths
• Phase separation in random cluster models. II: The droplet at equilibrium, and local deviation lower bounds
• The Brownian excursion multi-dimensional local time density
• Inference for conditioned Galton-Watson trees from their Harris path
• On the joint distribution of the area and the number of peaks for Bernoulli excursions
• Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures
• Limit distributions and scaling functions
• Local time of an Ornstein–Uhlenbeck particle
• Large fluctuations of the area under a constrained Brownian excursion
• The distribution of the area under a Bessel excursion and its moments
• First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting
• On \(q\)-functional equations and excursion moments
• Forbidden subgraphs in connected graphs
• Reflected Brownian bridge local time conditioned on its local time at the origin
• Time and place of the maximum for one-dimensional diffusion bridges and meanders
• The area under a spectrally positive stable excursion and other related processes
• Some joint distributions for conditional random walks
• On certain functionals of the maximum of Brownian motion and their applications
• On the distribution of Brownian areas
• Area fluctuations on a subinterval of Brownian excursion
• Asymptotic properties of some underdiagonal walks generation algorithms
• Nonintersecting Brownian excursions
• Large finite population queueing systems: The single-server model
• Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
• The sum of powers of subtree sizes for conditioned Galton-Watson trees
• A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
• Limiting distributions for the number of inversions in labelled tree families
• \(Q\)-grammars and wall polyominoes
• Macroscopic fluctuation theory of local time in lattice gases
• Local time of diffusion with stochastic resetting
• Random walks, Gaussian processes and list structures

This page was built for publication: Kac's formula, levy's local time and brownian excursion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3344947)