Shortest excursion lengths
Yueyun Hu, Zhan Shi (1999)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Random walk local time approximated by a brownian sheet combined with an independent brownian motion”
Shortest excursion lengths
Multiparameter multifractional brownian motion : local nondeterminism and joint continuity of the local times
Antoine Ayache, Narn-Rueih Shieh, Yimin Xiao (2011)
Annales de l'I.H.P. Probabilités et statistiques
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By using a wavelet method we prove that the harmonisable-type -parameter multifractional brownian motion (mfBm) is a locally nondeterministic gaussian random field. This nice property then allows us to establish joint continuity of the local times of an (, )-mfBm and to obtain some new results concerning its sample path behavior.
Invariance principles for ranked excursion lengths and heights.
Csáki, Endre, Hu, Yueyun (2004)
Electronic Communications in Probability [electronic only]
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Annealed deviations of random walk in random scenery
Nina Gantert, Wolfgang König, Zhan Shi (2007)
Annales de l'I.H.P. Probabilités et statistiques
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The Arcsine law as the limit of the internal DLA cluster generated by Sinai’s walk
N. Enriquez, C. Lucas, F. Simenhaus (2010)
Annales de l'I.H.P. Probabilités et statistiques
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We identify the limit of the internal DLA cluster generated by Sinai’s walk as the law of a functional of a brownian motion which turns out to be a new interpretation of the Arcsine law.
A local limit theorem for directed polymers in random media : the continuous and the discrete case
Vincent Vargas (2006)
Annales de l'I.H.P. Probabilités et statistiques
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