getdoc167e. 220KB Jun 04 2011 12:04:08 AM
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We prove that one characterization for the classical orthogonal polynomials sequences (Hermite, Laguerre, Jacobi and Bessel) cannot be extended to the semi-classical ones..
Path transformations have proved useful in the study of Brownian motion and related pro- cesses, by providing simple constructions of various conditioned processes such as
We extend this result to a natural multiparameter version of Taylor and Wendel’s theorem on the relationship between Brownian local time and the Hausdorff φ -measure of the zero
In [2] Aldous considers a tree constructed within the standard Brownian excursion, and shows that after conditioning on the occupation measure of the excursion, the law of the tree
This process is defined exactly as the one-dimensional Brownian snake, except that the spatial motion is this time a δ-dimensional Bessel process (absorbed or reflected at 0; this
We show how a description of Brownian exponential functionals as a renewal series gives access to the law of the hitting time of a square-root boundary by a Bessel
To prove those results, we use the fact that the ISE has the same distribution (up to a constant scaling) as the total mass of an excursion of the Brownian snake conditioned to have
A closed formula for the mean of a maximum likelihood estimator associated with the Brownian bridge is obtained; the exact relation with that of the Brownian motion is
