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By Skorokhod embedding of mean zero, finite variance random variables in Brownian motion, there is a stopping time τ such that for any standard Brownian motion (i.e., starting
Key words: Character, convex cone, Laplace transform, LePage series, L´evy measure, point process, Poisson process, random measure, random set, semigroup, stable
Keywords: Gaussian random walk; maximum; Riemann zeta function; Euler-Maclaurin summa- tion; equidistant sampling of Brownian motion; finite
Brownian motion, loop-erased random walk, Green’s function esti- mates, excursion Poisson kernel, Fomin’s identity, strong approximation.. Submitted to EJP on March
This process will turn out also to be the scaling limit of a point process related to random tilings of the Aztec diamond, studied in (Joh05a) and of a process related to
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
Key words: Weak convergence, Bernoulli random walks, Brownian meander, bridge, ex- cursion, peaks.... } be the set of
With this choice of ζ, the genealogical tree is the CRT (see [1]), and the Brownian snake can be seen as an embedding of the CRT in R d. We can now give the definition of the ISE
