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Circular cylinder; laminar flow; conducting dusty fluid; velocity of dust phase and fluid phase; skin friction; periodic motion; impulsive motion; transition motion; motion for a
Key words: Discounted optimal stopping problem, finite horizon, geometric Brownian motion, maximum process, parabolic free-boundary problem, smooth fit, normal reflection, a
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
GUE, eigenvalues of random matrices, Hermitian Brownian motion, non-colliding Brownian motions, Weyl chamber, queues in series, Burke’s theorem, reversibility, Pitman’s representa-
Applying known results on weak convergence of random tree walks to Brownian excursion, we give a conceptually simpler rederivation of the Aldous-Pitman (1994) result on convergence
Key words: random fields, Gaussian processes, fractional Brownian motion, fractal mea- sures, self–similar measures, small deviations, Kolmogorov numbers, metric entropy,
Lawler (1990): Non-intersection exponents for random walk and Brownian motion. Part II: Estimates and applications to a random
