| Título: | Brownian Excursion Conditioned on Its Local Time |
| Autores: | Aldous, David J.; University of California, Berkeley |
| Fecha: | 1998-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics Brownian excursion, continuum random tree, Kingman's coalescent, local time. 60J55, 60J65, 60C05 |
| Descripción: | For a function $\ell$ satisfying suitable integrability (but not continuity) requirements, we construct a process $(B^\ell_u, 0 \leq u \leq 1)$ interpretable as Brownian excursion conditioned to have local time $\ell(\cdot)$ at time $1$. The construction is achieved by first defining a non-homogeneous version of Kingman's coalescent and then applying the general theory in Aldous (1993) relating excursion-type processes to continuum random trees. This complements work of Warren and Yor (1997) on the Brownian burglar. |
| Idioma: | Inglés |
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