| Título: | Path transformations of first passage bridges |
| Autores: |
Bertoin, Jean; Universite Pierre et Marie Curie Chaumont, Loic; Universite Pierre et Marie Curie Pitman, Jim; University of California at Berkeley |
| Fecha: | 2003-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: | No aplica |
| Descripción: | We define the first passage bridge from 0 to $\lambda$ as the Brownian motion on the time interval $[0,1]$ conditioned to first hit $\lambda$ at time 1. We show that this process may be related to the Brownian bridge, the Bessel bridge or the Brownian excursion via some path transformations, the main one being an extension of Vervaat's transformation. We also propose an extension of these results to certain bridges with cyclically exchangeable increments. |
| Idioma: | No aplica |
1 On the Non-Convexity of the Time Constant in First-Passage Percolation por Kesten, Harry; Cornell University | 6 Simulations and Conjectures for Disconnection Exponents por Puckette, Emily E.; Occidental College,Werner, Wendelin; Université Paris-Sud and IUF |
2 A Proof of a Conjecture of Bobkov and Houdré por Kwapien, S.; Warsaw University,Pycia, M.; Warsaw University,Schachermayer, W.; University of Vienna | 7 Excursions Into a New Duality Relation for Diffusion Processes por Jansons, Kalvis M.; University College London |
3 Moderate Deviations for Martingales with Bounded Jumps por Dembo, Amir; Stanford University | 8 Percolation Beyond $Z^d$, Many Questions And a Few Answers por Benjamini, Itai; Weizmann Institute of Science,Schramm, Oded; Microsoft Research |
4 Bounds for Disconnection Exponents por Werner, Wendelin; Université Paris-Sud and IUF | 9 Transportation Approach to Some Concentration Inequalities in Product Spaces por Dembo, Amir; Stanford University,Zeitouni, Ofer; Technion - Israel Institute of Technology |
5 The Dimension of the Frontier of Planar Brownian Motion por Lawler, Gregory F.; Duke University | 10 Surface Stretching for Ornstein Uhlenbeck Velocity Fields por Carmona, Rene; Princeton University,Grishin, Stanislav; Princeton University,Xu, Lin; Princeton University,Molchanov, Stanislav; University of North Carolina at Charlotte |