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

DOI10.1090/S0002-9947-02-03138-0zbMath1007.60044OpenAlexW1887147990MaRDI QIDQ4787447

Robert C. Dalang, Thomas S. 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

zbMATH Keywords

excursionsBrownian sheetlevel setsadditive Brownian motion

Mathematics Subject Classification ID

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

Related Items (4)

Small deviations for admixture additive \& multiplicative processes ⋮ Karhunen-Loève expansion for additive Slepian processes ⋮ Corner percolation on \(\mathbb Z^{2}\) and the square root of 17 ⋮ Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet

Cites Work

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

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