Ranked functionals of Brownian excursions;Fonctionnelles ordonnées des excursions browniennes

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 326, Issue 1, 1998, Pages 93-97

  Pitman, Jim ^a   Yor, Marc ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18344413470     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(97)82719-X     Document Type: Article

References (6)

1. [1] F.B. Knight. Inverse local times, positive sojourns, and maxima for Brownian motion. Astérisque 157-158 (1988), 233-247.
2. [2] P. Lévy. Sur certains processus stochastiques homogènes. Compositio Math. 7 (1939), 283-339.
3. [3] J. Pitman, M. Yor. On the relative lengths of excursions derived from a stable subordinator. Sém. Prob. XXXI, Lect. Notes in Math. 1655, 287-305, Springer, 1997.
4. [4] J. Pitman, M. Yor. On the lengths of excursions of some Markov processes. Sém. Prob. XXXI, Lect. Notes in Math. 1655, 272-286, Springer, 1997.
5. [5] J. Pitman, M. Yor. Arc sine laws and interval partitions derived from a stable subordinator. Proc. London Math. Soc. (3), 65 (1992), 326-356.
6. [6] J. Pitman, M. Yor. The two-parameter Poisson-Dirichlet distribution derived from stable subordinators. Ann. Prob., 25(2) (1997), 455-500.