P. Chassaing and S. Janson A Vervaat-like path transformation for the re ected Brownian bridge conditioned on its local time at 0, Ann. Probab. 29, no. 4, 1755-1779, 2001. Home/Search Document Not in Database Summary Related Articles Check |
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Reflected Brownian Bridge Local Time Conditioned On Its.. - And Guy Louchard (Correct)
....Motivating remarks. The analysis of construction costs of hash tables under the linear probing strategy is closely related to random forests (see e.g. 14] as well as to functionals (in particular, the occupation time) of a re ected Brownian bridge conditioned on its local time at the origin (see [8, 13, 2, 3]) We are interested in the local version of this functional, i.e. the local time, which appears naturally as limiting pro le of random forests. This process has been described on the one hand implicitly in terms of a stochastic di erential equation (see [16] on the other hand by a weak limit ....
P. Chassaing and S. Janson A Vervaat-like path transformation for the re ected Brownian bridge conditioned on its local time at 0, Ann. Probab. 29, no. 4, 1755-1779, 2001.
Reflected Brownian Bridge Local Time Conditioned On Its.. - And Guy Louchard (Correct)
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P. Chassaing and S. Janson A Vervaat-like path transformation for the re ected Brownian bridge conditioned on its local time at 0, Ann. Probab. 29, no. 4, 1755-1779, 2001.
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