scholarly journals Visibility in the vacant set of the Brownian interlacements and the Brownian excursion process

Author(s):  
Olof Elias ◽  
Johan Tykesson
Keyword(s):  
2007 ◽  
Vol 12 (0) ◽  
pp. 1600-1632 ◽  
Author(s):  
Svante Janson ◽  
Guy Louchard
Keyword(s):  

2005 ◽  
Vol DMTCS Proceedings vol. AD,... (Proceedings) ◽  
Author(s):  
Bernhard Gittenberger

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.


1990 ◽  
Vol 27 (01) ◽  
pp. 124-133 ◽  
Author(s):  
Vijay K. Gupta ◽  
Oscar J. Mesa ◽  
E. Waymire

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.


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

1978 ◽  
Vol 15 (02) ◽  
pp. 280-291 ◽  
Author(s):  
Peichuen Kao

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.


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