Large fluctuations of the area under a constrained Brownian excursion

DOI10.1088/1742-5468/AAFA81OpenAlexW3102117858MaRDI QIDQ5006870

Baruch Meerson

Publication date: 17 August 2021

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.03345

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (5)

Geometrical optics of constrained Brownian motion: three short stories ⋮ A tale of two (and more) altruists ⋮ Constrained non-crossing Brownian motions, fermions and the Ferrari–Spohn distribution ⋮ Statistics of first-passage Brownian functionals ⋮ Area fluctuations on a subinterval of Brownian excursion

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• Top eigenvalue of a random matrix: large deviations and third order phase transition
• Kac's formula, levy's local time and brownian excursion
• Exact statistical properties of the Burgers equation
• Limit distributions for the Bernoulli meander

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