Asymptotic behavior of the local score of independent and identically distributed random sequences.

DOI10.1016/S0304-4149(03)00061-9zbMath1075.60516MaRDI QIDQ2574587

Marie-Pierre Étienne, Pierre Vallois, Jean-Jacques Daudin

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Brownian motiontails

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Local time and additive functionals (60J55)

Related Items (6)

Duality between the local score of one sequence and constrained hidden Markov model ⋮ Asymptotics for diffusion first-passage laws ⋮ Exact distribution of the local score for Markovian sequences ⋮ An asymptotic estimate for Brownian motion with drift ⋮ Probability density function of the local score position ⋮ Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score

Cites Work

• Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times)
• A stopped Brownian motion formula
• Some probabilistic properties of Bessel functions
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions
• Sur la loi conjointe du maximum et de l'inverse du temps local du mouvement brownien: application a un theoreme de knight
• Limit distributions of maximal segmental score among Markov-dependent partial sums
• Distribution exacte du score local d'une suite de variables indépendentes et identiquement distribuées
• Extreme Values in the GI/G/1 Queue
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