The Brownian excursion area: A numerical analysis

DOI10.1016/0898-1221(84)90071-3MaRDI QIDQ1060829zbMATH OpenOpenAlexFDO

Authors Guy Louchard

Publication date 1984

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(84)90071-3

zbMATH Keywords

Laplace transformmomentsdensitydistribution functionBrownian excursion area

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Queueing theory (aspects of probability theory) (60K25) Brownian motion (60J65)

Recommendations

• Tail estimates for the Brownian excursion area and other Brownian areas
• On the distribution of Brownian areas
• The Brownian excursion multi-dimensional local time density
• Brownian excursion area, wright's constants in graph enumeration, and other Brownian areas
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Cites work

• scientific article; zbMATH DE number 3814037 (Why is no real title available?)
• Brownian Excursion, the M/M/1 Queue and Their Occupation Times
• Efficient Evaluation of Integrals of Analytic Functions by the Trapezoidal Rule
• Kac's formula, levy's local time and brownian excursion
• On the integral of the absolute value of the pinned Wiener process
• The integral of the absolute value of the pinned Wiener process - calculation of its probability density by numerical integration

Cited in

(36)

• Effective Langevin equations for constrained stochastic processes
• Construction of an Edwards' probability measure on C( R_+, R)
• Brownian motion and algorithm complexity
• On the length of a random minimum spanning tree
• Dynamic algorithms in D. E. Knuth's model: A probabilistic analysis
• Generalized covariances of multi-dimensional Brownian excursion local times.
• Noncrossing trees are almost conditioned Galton–Watson trees
• General combinatorial schemas: Gaussian limit distributions and exponential tails
• Patterns in random permutations avoiding the pattern 132
• On the joint distribution of the area and the number of peaks for Bernoulli excursions
• Limit distributions and scaling functions
• On \(q\)-functional equations and excursion moments
• Brownian excursion area, wright's constants in graph enumeration, and other Brownian areas
• Forbidden subgraphs in connected graphs
• On the critical probability in percolation
• Area distribution of an elastic Brownian motion
• Exact formulas for moments of sums of classical parking functions
• Counting connected graphs asymptotically
• The area under a spectrally positive stable excursion and other related processes
• Area limit laws for symmetry classes of staircase polygons
• Tail estimates for the Brownian excursion area and other Brownian areas
• On the distribution of Brownian areas
• Computing the covariance of two Brownian area integrals
• Area fluctuations on a subinterval of Brownian excursion
• Singularity analysis, Hadamard products, and tree recurrences
• Large finite population queueing systems: The single-server model
• Maximal displacement of a branching random walk in time-inhomogeneous environment
• The sum of powers of subtree sizes for conditioned Galton-Watson trees
• Random maps, coalescing saddles, singularity analysis, and Airy phenomena
• Q-grammars and wall polyominoes
• scientific article; zbMATH DE number 1512713 (Why is no real title available?)
• On the Joint Path Length Distribution in Random Binary Trees
• Numerical stability of the method of Brownian configuration fields
• The density of the ISE and local limit laws for embedded trees
• Random walks, Gaussian processes and list structures
• Automatic average-case analysis of algorithms

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