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On the Law of a Triplet Associated with the Pseudo-Brownian Bridge

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Article , Preprint , Other literature type 01 Jan 2014Embargo end date: 01 Jan 2013 France English Publisher:Springer International Publishing
Authors: Rosenbaum, M.; Yor, Marc;

doi: 10.1007/978-3-319-11970-0_14 , 10.48550/arxiv.1310.7164

arXiv: 1310.7164

On the Law of a Triplet Associated with the Pseudo-Brownian Bridge

Abstract

We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In particular, for $B$ a Brownian motion and $T_1$ its first hitting time of the level one, this remarkable law allows us to understand some properties of the process $(B_{uT_1}/\sqrt{T_1}, u\leq 1)$ under uniform random sampling.

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Keywords

[MATH.MATH-PR] Mathematics [math]/Probability [math.PR], Probability (math.PR), FOS: Mathematics, Mathematics - Probability

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    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Average
Average
Average
Green
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