Perturbed random walks and Brownian motions, and local times.
Davis, Burgess (1998)
The New York Journal of Mathematics [electronic only]
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Displaying similar documents to “Interlaced processes on the circle”
Perturbed random walks and Brownian motions, and local times.
Reflected planar brownian motions, intertwining relations and crossing probabilities
Julien Dubédat (2004)
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.
An asymptotic result for brownian polymers
Thomas Mountford, Pierre Tarrès (2008)
Annales de l'I.H.P. Probabilités et statistiques
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We consider a model of the shape of a growing polymer introduced by Durrett and Rogers ( (1992) 337–349). We prove their conjecture about the asymptotic behavior of the underlying continuous process (corresponding to the location of the end of the polymer at time ) for a particular type of repelling interaction function without compact support.
Random matrices, non-colliding processes and queues
Neil O'Connell (2002)
Séminaire de probabilités de Strasbourg
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Maximum of Dyson Brownian motion and non-colliding systems with a boundary.
Borodin, Alexei, Ferrari, Patrik L., Prahofer, Michael, Sasamoto, Tomohiro, Warren, Jon (2009)
Electronic Communications in Probability [electronic only]
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Brownian local times.
Takács, Lajos (1995)
Journal of Applied Mathematics and Stochastic Analysis
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