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Volumn 24, Issue 3, 1996, Pages 1324-1367

Generalized ray-knight theory and limit theorems for self-interacting random walks on ℤ1

Author keywords

Conjugate diffusions; Limit theorems; Local time; Self interacting random walks

Indexed keywords


EID: 0030363934     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1065725184     Document Type: Article
Times cited : (47)

References (20)
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  • 3
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    • Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
    • CARMONA, PH., PETIT, F. and YOR, M. (1994). Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion. Probab. Theory Related Fields 100 1-29.
    • (1994) Probab. Theory Related Fields , vol.100 , pp. 1-29
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  • 4
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    • Beta variables as time spent in [0, ∞ by certain perturbed Brownian motions
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    • CARMONA, PH., PETIT, F. and YOR, M. (1995). Beta variables as time spent in [0, ∞) by certain perturbed Brownian motions. Bull. London Math. Soc. To appear.
    • (1995) Bull. London Math. Soc.
    • Carmona, Ph.1    Petit, F.2    Yor, M.3
  • 8
    • 0039523115 scopus 로고
    • Symmetric stable processes, Fubini's theorem, and some extensions of the Ciesielski-Taylor identities in law
    • DONATI-MARTIN, C., SONG, S. and YOR, M. (1994). Symmetric stable processes, Fubini's theorem, and some extensions of the Ciesielski-Taylor identities in law. Stochastics and Stochastic Reports 50 1-33.
    • (1994) Stochastics and Stochastic Reports , vol.50 , pp. 1-33
    • Donati-Martin, C.1    Song, S.2    Yor, M.3
  • 9
    • 0038094849 scopus 로고
    • Fubini's theorem for double Wiener integrals and the variance of the Brownian path
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    • (1991) Ann. Inst. H. Poincaré , vol.27 , pp. 181-200
    • Donati-Martin, C.1    Yor, M.2
  • 10
    • 84968484961 scopus 로고
    • Random walks and a sojourn density process of Brownian motion
    • KNIGHT, F. B. (1963). Random walks and a sojourn density process of Brownian motion. Trans. Amer. Math. Soc. 109 56-86.
    • (1963) Trans. Amer. Math. Soc. , vol.109 , pp. 56-86
    • Knight, F.B.1
  • 11
    • 0001999591 scopus 로고
    • Excursions browniennes et cares de processus de bessel
    • LE GALL, J-F. and YOR, M. (1986). Excursions browniennes et cares de processus de Bessel. C. R. Acad. Sci. Paris, Sér. I 303 73-76.
    • (1986) C. R. Acad. Sci. Paris, Sér. I , vol.303 , pp. 73-76
    • Le Gall, J.-F.1    Yor, M.2
  • 13
    • 0000925076 scopus 로고
    • Phase transition in reinforced random walk and RWRE on trees
    • PEMANTLE, R. (1988). Phase transition in reinforced random walk and RWRE on trees. Ann. Probab. 16 1229-1242.
    • (1988) Ann. Probab. , vol.16 , pp. 1229-1242
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  • 16
    • 21844488727 scopus 로고
    • "True" self-avoiding walk with generalized bond repulsion on ℤ
    • TÓTH, B. (1994). "True" self-avoiding walk with generalized bond repulsion on ℤ. J. Statist. Phys. 77 17-33.
    • (1994) J. Statist. Phys. , vol.77 , pp. 17-33
    • Tóth, B.1
  • 17
    • 0346034607 scopus 로고
    • The "true" self-avoiding walk with bond repulsion on ℤ: Limit theorems
    • TÓTH, B. (1995). The "true" self-avoiding walk with bond repulsion on ℤ: Limit theorems. Ann. Probab. 23 1523-1556.
    • (1995) Ann. Probab. , vol.23 , pp. 1523-1556
    • Tóth, B.1
  • 18
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    • Limit theorems for weakly reinforced random walks
    • To appear
    • TÓTH, B. (1996). Limit theorems for weakly reinforced random walks. Studia Sci. Math. Hung. To appear.
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    • Tóth, B.1
  • 19
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    • Some remarks on perturbed reflecting Brownian motion
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    • WERNER, W. (1995). Some remarks on perturbed reflecting Brownian motion. Séminaire de Probabilités XXIX. Lecture Notes in Math. 1613 37-43. Springer, Berlin.
    • (1995) Séminaire de Probabilités XXIX. Lecture Notes in Math , vol.1613 , pp. 37-43
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  • 20
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    • Une explication du théorème de ciesielski-taylor
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    • Yor, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.