Reflected Brownian bridge local time conditioned on its local time at the origin

DOI10.1016/j.spl.2004.01.014zbMath1100.60045OpenAlexW2068196415MaRDI QIDQ1770063

Bernhard Gittenberger, Guy Louchard

Publication date: 7 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.01.014

zbMATH Keywords

random forests

Mathematics Subject Classification ID

Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the analysis of linear probing hashing
• A bivariate asymptotic expansion of coefficients of powers of generating functions
• On the local time density of the reflecting Brownian bridge
• The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
• A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0
• Asymptotic distribution for the cost of linear probing hashing
• Phase transition for Parking blocks, Brownian excursion and coalescence
• Kac's formula, levy's local time and brownian excursion
• On the Altitude of Nodes in Random Trees
• On the profile of random trees
• Reflected Brownian Bridge area conditioned on its local time at the origin
• Brownian local times

This page was built for publication: Reflected Brownian bridge local time conditioned on its local time at the origin