Non-independence of excursions of the Brownian sheet and of additive Brownian motion

DOI10.1090/S0002-9947-02-03138-0zbMATH Open1007.60044OpenAlexW1887147990MaRDI QIDQ4787447FDOQ4787447

Authors: Robert C. Dalang, Thomas Mountford 

Publication date: 7 January 2003

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-02-03138-0

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zbMATH Keywords

excursionslevel setsBrownian sheetadditive Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Sample path properties (60G17)

Cites Work

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• Sample functions of the \(N\)-parameter Wiener process
• Geography of the level sets of the Brownian sheet
• The structure of a Brownian bubble
• Eccentric behaviors of the Brownian sheet along lines

Cited In (9)

• Strong approximations of Brownian sheet by uniform transport processes
• Small deviations for admixture additive \& multiplicative processes
• Title not available (Why is that?)
• Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet
• Karhunen-Loève expansion for additive Slepian processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• The reassembling of shattered Brownian sheet
• Corner percolation on \(\mathbb Z^{2}\) and the square root of 17

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