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Nonnegative matrices, Diagonal similarity scaling, Diagonal equivalence scaling, Digraph of a matrix, Cyclic product, Cycle mean, Lattice ordered commutative groups.. AMS
submitted March 20, 2000 Final version accepted April 14, 2000 AMS 1991 Subject classification: Primary 60J45; Secondary 60J65, 31C15 Brownian motion, capacity, polar set,
Key words: intersection local time, moderate deviations, planar, random walks, large de- viations, Brownian motion, Gagliardo-Nirenberg, law of the iterated logarithm.. AMS 2000
We will first show that a Brownian bridge that is conditioned to avoid the origin has the same law as a Bessel bridge; and we will then note that the Bessel bridges have a density
Keywords: Gaussian random walk; maximum; Riemann zeta function; Euler-Maclaurin summa- tion; equidistant sampling of Brownian motion; finite
Keywords and phrases: Level crossings, fractional Brownian motion, limit theo- rem, local time, rate of convergence.. AMS subject classification (2000): Primary 60F05; Secondary
Key words: Exit place of Brownian motion, parabolic-type domain, horn-shaped domain, h - transform, Green function, harmonic measure.. AMS 2000 Subject Classification:
Key words: Martingale, differential subordination, orthogonal martingales, moment inequality, stochastic integral, Brownian motion, best constants.. AMS 2000 Subject