The principle of large deviations for martingale additive functionals of recurrent Markov processes.
Heck, Matthias K., Maaouia, Faïza (2001)
Electronic Journal of Probability [electronic only]
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “On the upcrossing chains of stopped brownian motion”
The principle of large deviations for martingale additive functionals of recurrent Markov processes.
The time for a critical nearest particle system to reach equilibrium starting with a large gap.
Mountford, T.S., Wu, Li-Chau (2005)
Electronic Journal of Probability [electronic only]
Similarity:
On the domination of a random walk on a discrete cylinder by random interlacements.
Sznitman, Alain-Sol (2009)
Electronic Journal of Probability [electronic only]
Similarity:
On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson
Walter Schachermayer (1999)
Séminaire de probabilités de Strasbourg
Similarity:
Ordered random walks.
Eichelsbacher, Peter, König, Wolfgang (2008)
Electronic Journal of Probability [electronic only]
Similarity:
Sojourn times for the Brownian motion.
Takács, Lajos (1998)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Positively and negatively excited random walks on integers, with branching processes.
Kosygina, Elena, Zerner, Martin P.W. (2008)
Electronic Journal of Probability [electronic only]
Similarity:
Cut times for simple random walk.
Lawler, Gregory F. (1996)
Electronic Journal of Probability [electronic only]
Similarity:
Brownian local times.
Takács, Lajos (1995)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
A representation for non-colliding random walks.
O'Connell, Neil, Yor, Marc (2002)
Electronic Communications in Probability [electronic only]
Similarity:
On the relative lengths of excursions derived from a stable subordinator
Jim Pitman, Marc Yor (1997)
Séminaire de probabilités de Strasbourg
Similarity:
Multiple space-time scale analysis for interacting branching models.
Dawson, Donald A., Greven, Andreas (1996)
Electronic Journal of Probability [electronic only]
Similarity: