Ultrahigh Moments for a Brownian Excursion

2000 ◽  
pp. 323-328
Author(s):  
Joel H. Spencer
Keyword(s):  
Brownian Excursion

scholarly journals Tail estimates for the Brownian excursion area and other Brownian areas

2007 ◽  
Vol 12 (0) ◽  
pp. 1600-1632 ◽  
Author(s):  
Svante Janson ◽  
Guy Louchard
Keyword(s):  
Brownian Excursion

scholarly journals The profile of unlabeled trees

2005 ◽  
Vol DMTCS Proceedings vol. AD,... (Proceedings) ◽  
Author(s):  
Bernhard Gittenberger
Keyword(s):  
Local Time ◽  
Joint Distribution ◽  
Random Trees ◽  
Rooted Trees ◽  
Brownian Excursion ◽  
Level Number ◽  
International Audience ◽  
The Times ◽  
Simply Generated Trees

International audience We consider the number of nodes in the levels of unlabeled rooted random trees and show that the joint distribution of several level sizes (where the level number is scaled by $\sqrt{n}$) weakly converges to the distribution of the local time of a Brownian excursion evaluated at the times corresponding to the level numbers. This extends existing results for simply generated trees and forests to the case of unlabeled rooted trees.

Tree-dependent extreme values: the exponential case

1990 ◽  
Vol 27 (01) ◽  
pp. 124-133 ◽  
Author(s):  
Vijay K. Gupta ◽  
Oscar J. Mesa ◽  
E. Waymire
Keyword(s):  
Branching Process ◽  
Extreme Values ◽  
Rooted Tree ◽  
Domain Of Attraction ◽  
Extreme Value Distribution ◽  
Value Theory ◽  
Extreme Value ◽  
Extinction Time ◽  
Brownian Excursion ◽  
Weighted Trees

The length of the main channel in a river network is viewed as an extreme value statistic L on a randomly weighted binary rooted tree having M sources. Questions of concern for hydrologic applications are formulated as the construction of an extreme value theory for a dependence which poses an interesting contrast to the classical independent theory. Equivalently, the distribution of the extinction time for a binary branching process given a large number of progeny is sought. Our main result is that in the case of exponentially weighted trees, the conditional distribution of n–1/2 L given M = n is asymptotically distributed as the maximum of a Brownian excursion. When taken with an earlier result of Kolchin (1978), this makes the maximum of the Brownian excursion a tree-dependent extreme value distribution whose domain of attraction includes both the exponentially distributed and almost surely constant weights. Moment computations are given for the Brownian excursion which are of independent interest.

scholarly journals The depth first processes of Galton--Watson trees converge to the same Brownian excursion

2003 ◽  
Vol 31 (3) ◽  
pp. 1655-1678 ◽  
Author(s):  
Abdelkader Mokkadem ◽  
Jean-Fran�ois Marckert
Keyword(s):  
Brownian Excursion

Limiting diffusion for random walks with drift conditioned to stay positive

1978 ◽  
Vol 15 (02) ◽  
pp. 280-291 ◽  
Author(s):  
Peichuen Kao
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Random Function ◽  
Random Variables ◽  
Principal Result ◽  
Hitting Time ◽  
Brownian Excursion ◽  
Norming Constant ◽  
Finite Dimensional ◽  
Independent Identically Distributed

Let {ξ k : k ≧ 1} be a sequence of independent, identically distributed random variables with E{ξ 1} = μ ≠ 0. Form the random walk {S n : n ≧ 0} by setting S 0, S n = ξ 1 + ξ 2 + ··· + ξ n , n ≧ 1. Define the random function Xn by setting where α is a norming constant. Let N denote the hitting time of the set (–∞, 0] by the random walk. The principal result in this paper is to show (under appropriate conditions on the distribution of ξ 1) that the finite-dimensional distributions of Xn , conditioned on n < N < ∞ converge to those of the Brownian excursion process.

Brownian excursion, Brownian meander and limit theorems for the M/G/1 queue

1980 ◽  
Vol 12 (02) ◽  
pp. 297-298
Author(s):  
J. W. Cohen ◽  
G. Hooghiemstra
Keyword(s):  
Limit Theorems ◽  
Brownian Excursion ◽  
Brownian Meander
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