First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
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Publication:5732142
DOI10.2307/1993838zbMATH Open0121.13003OpenAlexW4246571042MaRDI QIDQ5732142FDOQ5732142
S. James Taylor, Zbigniew Ciesielski
Publication date: 1962
Full work available at URL: https://doi.org/10.2307/1993838
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- Calibration of \(P\)-values for calibration and for deviation of a subpopulation from the full population
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- Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions
- Pairwise near-maximal grand coupling of Brownian motions
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- Generalized dimensions of images of measures under Gaussian processes
- Brownian motion normalized by maximum local time
- Random Walks and A Sojourn Density Process of Brownian Motion
- The measure theory of random fractals
- Random walk on the range of random walk
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- Decomposing the Brownian path
- On the rates of the other law of the logarithm
- Green function, capacity and sample path properties for a class of hypoelliptic diffusion processes
- The rate of convergence in the functional limit theorem for increments of a Brownian motion
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
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- Lower functions for increasing random walks and subordinators
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- A Krein-like formula for singular perturbations of self-adjoint operators and applications
- Asymptotics of the densities of the first passage time distributions for Bessel diffusions
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- The first exit time for a Bessel process from the minimum and maximum random domains
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- Local asymptotic laws for the Brownian convex hull
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- Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS)
- The occupation time of Brownian motion in a ball
- The first exit time of a Brownian motion from the Minimum and maximum parabolic domains
- Favourite sites of transient Brownian motion
- Brownian intersection local times: Upper tail asymptotics and thick points
- Wiener path intersections and local time
- Multiple points for the sample paths of the symmetric stable process
- Frequently visited sets for random walks
- Hausdorff measure of arcs and Brownian motion on Brownian spatial trees
- On the future infima of some transient processes
- Asymptotic expansions for the first hitting times of Bessel processes
- Packing Measure, and its Evaluation for a Brownian Path
- The first exit time of a Brownian motion from an unbounded convex domain
- Volume growth and heat kernel estimates for the continuum random tree
- Sample function properties of multi-parameter stable processes
- The fractal structures of the exceptional sets of Lévy processes
- Super-Brownian motion: Path properties and hitting probabilities
- The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion
- Workload analysis of a two-queue fluid polling model
- Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times
- A local asymptotic law for the transient stable process
- Excursions of Brownian motion and bessel processes
- On path integrals for the high-dimensional Brownian bridge
- Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes
- Thick points for spatial Brownian motion: multifractal analysis of occupation measure.
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- The average density of the path of planar Brownian motion
- The packing measure of the range of super-Brownian motion
- Geography of the level sets of the Brownian sheet
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