Metabuscador

Filtrado por:

Tema:"60J65"

Temas

Idiomas

Recursos

Más...

Año

2013 (3)
2012 (1)
2011 (1)
2010 (2)
2009 (2)
2008 (2)
Más...

Aproximadamente 19 registro(s) hasta el momento: (journal)

Mostrar 10 | 50 | 100 resultados por página

Recurso libre

Strict Concavity of the Half Plane Intersection Exponent for Planar Brownian Motion
Lawler, Gregory F.; Duke University and Cornell University

Formato:	Peer-reviewed Article,
Enlaces:	The intersection exponents for planar Brownian motion measure the exponential decay of probabilities of nonintersection of paths. We study the intersection exponent $\xi(\lambda_1,\lambda_2)$ for Brownian motion restricted to a half plane which by conformal invariance is the same as Brownian…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

The Maximum of Brownian Motion with Parabolic Drift
Janson, Svante; Uppsala University - Louchard, Guy; Université Libre de Bruxelles - Martin-Löf, Anders; Stockholm University

Formato:	Peer-reviewed Article,
Enlaces:	We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give…
Fecha:	2010-01-01
Recurso:	Electronic journal of probability

Recurso libre

Erratum: Vertices of the least concave majorant of Brownian motion with parabolic drift
Groeneboom, Piet; Delft University of Technology

Formato:	Peer-reviewed Article
Enlaces:	This corrects the scaling of (2.9) in EJP volume 16 paper 84 (2011).
Fecha:	2013-01-04
Recurso:	Electronic journal of probability

Recurso libre

Bounds for Disconnection Exponents
Werner, Wendelin; Université Paris-Sud and IUF

Formato:	Peer-reviewed Article,
Enlaces:	We slightly improve the upper bounds of disconnection exponents for planar Brownian motion that we derived in an earlier paper. We also give a proof of the lower bound $1/(2\pi)$ for the disconnection exponent for one path.
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

The Dimension of the Frontier of Planar Brownian Motion
Lawler, Gregory F.; Duke University

Formato:	Peer-reviewed Article,
Enlaces:	Let $B$ be a two dimensional Brownian motion and let the frontier of $B[0,1]$ be defined as the set of all points in $B[0,1]$ that are in the closure of the unbounded connected component of its complement. We prove that…
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

Simulations and Conjectures for Disconnection Exponents
Puckette, Emily E.; Occidental College - Werner, Wendelin; Université Paris-Sud and IUF

Formato:	Peer-reviewed Article,
Enlaces:	Using Monte-Carlo simulations, we estimate numerically disconnection exponents for planar Brownian motions. These simulations tend to confirm conjectures by Duplantier and Mandelbrot.
Fecha:	1996-01-01
Recurso:	Electronic communications in probability

Recurso libre

A Note on Reflecting Brownian Motions
Soucaliuc, Florin; Université Paris-Sud - Werner, Wendelin; Université Paris-Sud and IUF

Formato:	Peer-reviewed Article,
Enlaces:	We give another proof of the following result from a joint paper with Bálint Tóth: A Brownian motion reflected on an independent time-reversed Brownian motion is a Brownian motion.
Fecha:	2002-01-01
Recurso:	Electronic communications in probability

Recurso libre

Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains
Bass, Richard F.; University of Connecticut - Burdzy, Krzysztof; University of Washington

Formato:	Peer-reviewed Article,
Enlaces:	We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting Brownian motion.
Fecha:	2006-01-01
Recurso:	Electronic communications in probability

Recurso libre

Distribution of the Brownian motion on its way to hitting zero
Chigansky, Pavel; The Hebrew University - Klebaner, Fima C.; Monash University

Formato:	Peer-reviewed Article,
Enlaces:	For the one-dimensional Brownian motion $B=(B_t)_{t\geq 0}$, started at $x>0$, and the first hitting time $\tau=\inf\{t\geq 0:B_t=0\}$, we find the probability density of $B_{u\tau}$ for a $u\in(0,1)$, i.e. of the Brownian motion on its way to hitting zero.
Fecha:	2008-01-01
Recurso:	Electronic communications in probability

Recurso libre

10.

On the distribution of the Brownian motion process on its way to hitting zero
Borovkov, Konstantin; University of Melbourne

Formato:	Peer-reviewed Article,
Enlaces:	We present functional versions of recent results on the univariate distributions of the process $V_{x,u} = x + W_{u\tau(x)},$ $0\le u\le 1$, where $W_\bullet$ is the standard Brownian motion process, $x>0$ and $\tau (x) =\inf\{t>0 :\, W_{t}=-x\}$.
Fecha:	2010-01-01
Recurso:	Electronic communications in probability

Recurso libre

11.

Moments of the location of the maximum of Brownian motion with parabolic drift
Janson, Svante; Uppsala University

Formato:	Peer-reviewed Article
Enlaces:	We derive integral formulas, involving the Airy function, for moments of the time a two-sided Brownian motion with parabolic drift attains its maximum.
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

12.

The probability law of the Brownian motion normalized by its range
Spinu, Florin; OMERS Capital Markets

Formato:	Peer-reviewed Article
Enlaces:	In the present paper we deduce explicit formulas for the probability laws of the quotients $X_t/R_t$ and $m_t/R_t$, where $X_t$ is the standard Brownian motion and $m_t$, $M_t$, $R_t$ are its running minimum, maximum and range, respectively.The computation makes use of standard techniques from…
Fecha:	2013-01-03
Recurso:	Electronic communications in probability

Recurso libre

13.

Hausdorff Dimension of Cut Points for Brownian Motion
Lawler, Gregory F.; Duke University and Cornell University

Formato:	Peer-reviewed Article,
Enlaces:	Let $B$ be a Brownian motion in $R^d$, $d=2,3$. A time $t\in [0,1]$ is called a cut time for $B[0,1]$ if $B[0,t) \cap B(t,1] = \emptyset$. We show that the Hausdorff dimension of the set of cut times equals $1…
Fecha:	1996-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

Brownian Motion on Compact Manifolds: Cover Time and Late Points
Dembo, Amir; Stanford University - Peres, Yuval; University of California, Berkeley - Rosen, Jay; College of Staten Island, CUNY

Formato:	Peer-reviewed Article,
Enlaces:	Let $M$ be a smooth, compact, connected Riemannian manifold of dimension $d>2$ and without boundary. Denote by $T(x,r)$ the hitting time of the ball of radius $r$ centered at $x$ by Brownian motion on $M$. Then, $C_r(M)=\sup_{x \in M} T(x,r)$…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

The Exit Place of Brownian Motion in the Complement of a Horn
DeBlassie, Dante; Texas A&M University

Formato:	Peer-reviewed Article,
Enlaces:	Consider the domain lying outside a horn. We determine asymptotics of the logarithm of the chance that Brownian motion in the domain has a large exit place. For a certain class of horns, the behavior is given explicitly in terms…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

The Exit Place of Brownian Motion in an Unbounded Domain
DeBlassie, Dante; New Mexico State University

Formato:	Peer-reviewed Article,
Enlaces:	For Brownian motion in an unbounded domain we study the influence of the "far away" behavior of the domain on the probability that the modulus of the Brownian motion is large when it exits the domain. Roughly speaking, if the…
Fecha:	2009-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

Brownian couplings, convexity, and shy-ness
Kendall, Wilfrid S.; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	Benjamini, Burdzy and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component processes of the coupling staying at least…
Fecha:	2009-01-01
Recurso:	Electronic communications in probability

Recurso libre

18.

On the most visited sites of planar Brownian motion
Cammarota, Valentina; "Sapienza" University of Rome - Mörters, Peter; University of Bath

Formato:	Peer-reviewed Article
Enlaces:	Let $(B_t \colon t \ge 0)$ be a planar Brownian motion and define gauge functions $\phi_\alpha(s)=\log(1/s)^{-\alpha}$ for $\alpha>0$. If $\alpha<1$ we show that almost surely there exists a point $x$ in the plane such that ${\mathcal H}^{\phi_\alpha}(\{t \ge 0 \colon…
Fecha:	2012-01-02
Recurso:	Electronic communications in probability

Recurso libre

19.

Vertices of the Least Concave Majorant of Brownian Motion with Parabolic Drift
Groeneboom, Piet; Delft University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	It was shown in Groeneboom (1983) that the least concave majorant of one-sided Brownian motion without drift can be characterized by a jump process with independent increments, which is the inverse of the process of slopes of the least concave…
Fecha:	2011-01-01
Recurso:	Electronic journal of probability