A representation for non-colliding random walks.
O'Connell, Neil, Yor, Marc (2002)
Electronic Communications in Probability [electronic only]
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Displaying similar documents to “Random matrices, non-colliding processes and queues”
A representation for non-colliding random walks.
Path transformations of first passage bridges.
Bertoin, Jean, Chaumont, Loïc, Pitman, Jim (2003)
Electronic Communications in Probability [electronic only]
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Pitman's theorem for skip-free random walks with Markovian increments.
Hambly, B.M., Martin, J.B., O'Connell, Neil (2001)
Electronic Communications in Probability [electronic only]
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Some remarks on perturbed reflecting brownian motion
Wendelin Werner (1995)
Séminaire de probabilités de Strasbourg
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Some remarks on mutual windings
Frank B. Knight (1993)
Séminaire de probabilités de Strasbourg
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Brownian local times.
Takács, Lajos (1995)
Journal of Applied Mathematics and Stochastic Analysis
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The distribution of local times of a brownian bridge
Jim Pitman (1999)
Séminaire de probabilités de Strasbourg
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Random paths with bounded local time
Itai Benjamini, Nathanaël Berestycki (2010)
Journal of the European Mathematical Society
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We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that is, this process is ballistic and has an asymptotic velocity approximately 4.58... as high as required by the conditioning (the exact value of this constant involves the first zero of a Bessel function). We also study the random walk case and show...
A trivariate law for certain processes related to perturbed brownian motions
Philippe Carmona, Frédérique Petit, Marc Yor (2004)
Annales de l'I.H.P. Probabilités et statistiques
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Noncolliding Brownian motions and Harish-Chandra formula.
Katori, Makoto, Tanemura, Hideki (2003)
Electronic Communications in Probability [electronic only]
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Perturbed random walks and Brownian motions, and local times.
Davis, Burgess (1998)
The New York Journal of Mathematics [electronic only]
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