Conditioned brownian trees
Jean-François Le Gall, Mathilde Weill (2006)
Annales de l'I.H.P. Probabilités et statistiques
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Jean-François Le Gall, Mathilde Weill (2006)
Annales de l'I.H.P. Probabilités et statistiques
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Christina Goldschmidt, Bénédicte Haas (2010)
Annales de l'I.H.P. Probabilités et statistiques
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The stable fragmentation with index of self-similarity ∈[−1/2, 0) is derived by looking at the masses of the subtrees formed by discarding the parts of a (1+)−1–stable continuum random tree below height , for ≥0. We give a detailed limiting description of the distribution of such a fragmentation, ((), ≥0), as it approaches its time of extinction, . In particular, we show that 1/ ((−)+) converges in distribution as →0 to a non-trivial limit. In order to prove this, we go...
Bertoin, Jean, Chaumont, Loïc, Pitman, Jim (2003)
Electronic Communications in Probability [electronic only]
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Itai Benjamini, Nathanaël Berestycki (2011)
Annales de l'I.H.P. Probabilités et statistiques
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We study a one-dimensional brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function (), ≥0, consider the measures obtained by conditioning a brownian path so that ≤(), for all ≤, where is the local time spent at the origin by time . It is shown that the measures are tight, and that any weak limit of as →∞ is transient provided that −3/2() is integrable. We conjecture...
Abraham, R., Serlet, L. (2002)
Electronic Journal of Probability [electronic only]
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Jim Pitman (1999)
Séminaire de probabilités de Strasbourg
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Kouji Yano, Yuko Yano, Marc Yor (2010)
Annales de l'I.H.P. Probabilités et statistiques
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Penalisation involving the one-sided supremum for a stable Lévy process with index ∈(0, 2] is studied. We introduce the analogue of Azéma–Yor martingales for a stable Lévy process and give the law of the overall supremum under the penalised measure.