Gravitation versus Brownian motion

DOI10.1214/18-AIHP927zbMath1466.60163arXiv1510.02328OpenAlexW2977185078MaRDI QIDQ2337834

Krzysztof Burdzy, Sayan Banerjee, Mauricio A. Duarte

Publication date: 20 November 2019

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.02328

zbMATH Keywords

Brownian motiongravitationlocal timetotal variation distanceinert drift

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (4)

Join-the-shortest queue diffusion limit in Halfin-Whitt regime: sensitivity on the heavy-traffic parameter ⋮ The inert drift atlas model ⋮ Inert drift system in a viscous fluid: Steady state asymptotics and exponential ergodicity ⋮ Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stationary distributions for diffusions with inert drift
• Markov processes with product-form stationary distribution
• Processes with inert drift
• Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema
• Introductory lectures on fluctuations of Lévy processes with applications.
• Characterization of stationary distributions of reflected diffusions
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
• Join the Shortest Queue with Many Servers. The Heavy-Traffic Asymptotics
• Diffusion processes with boundary conditions
• On the path of an inert object impinged on one side by a Brownian particle

This page was built for publication: Gravitation versus Brownian motion