A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0
From MaRDI portal
Publication:1872246
DOI10.1214/aop/1015345771zbMath1032.60076OpenAlexW1583867612MaRDI QIDQ1872246
Svante Janson, Philippe Chassaing
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1015345771
Related Items (8)
Eternal additive coalescents and certain bridges with exchangeable increments ⋮ Shifting Processes with Cyclically Exchangeable Increments at Random ⋮ A unified approach to linear probing hashing with buckets ⋮ Gaussian free fields for mathematicians ⋮ The Gorin-Shkolnikov identity and its random tree generalization ⋮ The Maximum Displacement for Linear Probing Hashing ⋮ Applications of the continuous-time ballot theorem to Brownian motion and related processes. ⋮ Reflected Brownian bridge local time conditioned on its local time at the origin
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The continuum random tree. I
- Relations entre pont et excursion du mouvement brownien réel. (Relations between bridge and excursion of real Brownian motion)
- Size-biased sampling of Poisson point processes and excursions
- Functionals of Brownian meander and Brownian excursion
- A relation between Brownian bridge and Brownian excursion
- Brownian excursion conditioned on its local time
- On the analysis of linear probing hashing
- Linear probing and graphs
- Deterministic and stochastic models for coalescence (aggregation and coagulation): A review of the mean-field theory for probabilists
- The standard additive coalescent
- Brownian excursions, critical random graphs and the multiplicative coalescent
- Parking functions and noncrossing partitions
- Construction of Markovian coalescents
- Clustering statistics for sticky particles with Brownian initial velocity
- A fragmentation process connected to Brownian motion
- A polytope related to empirical distributions, plane trees, parking functions, and the associahedron
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- Phase transition for Parking blocks, Brownian excursion and coalescence
- Hashing with Linear Probing under Nonuniform Probabilities
- Arcsine Laws and Interval Partitions Derived from a Stable Subordinator
- The Asymptotic Distribution of Maximum Tree Size in a Random Forest
- Brownian bridge asymptotics for random mappings
- Enumerating graphs and Brownian motion
- An Occupancy Discipline and Applications
- Parking functions, empirical processes, and the width of rooted labeled trees
This page was built for publication: A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0
