The distribution of time spent by a standard excursion above a given level, with applications to ring polymers near a discontinuity in potential

Electronic Communications in Probability

Volumn 2, Issue , 1997, Pages 53-58

  Jansons, Kalvis M ^a  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

Brownian Bridges; End Attached Polymers; Ring Polymers; Standard Brownian Excursions

Indexed keywords

EID: 0007440174     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v2-984     Document Type: Article

References (4)

1. Douglas P. Kennedy (1976): The distribution of the maximum Brownian excursion. J. Appl. Probability 13 no. 2, 371-376
2. Wim Vervaat (1979): A relation between Brownian bridge and Brownian excursion. Ann. Probab. 7, no. 1, 143-149
3. L.C.G. Rogers and David Williams (1987): Diffusions, Markov Processes and Martingales: Vol. 2, Ito Calculus, John Wiley & Sons
4. Kalvis M. Jansons and L.C.G. Rogers (1991): Probability theory and polymer physics, J. Stat. Phys. 65, 139-165