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作者：CSAKI, E; FOLDES, A; REVESZ, P
作者单位：City University of New York (CUNY) System; Technische Universitat Wien
摘要：Let S1, S2,... be a sequence of sums of i.i.d. random variables. The properties of the logarithmic average [GRAPHICS] will be studied under some conditions
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作者：LEGALL, JF
摘要：To any Brownian excursion e with duration sigma(e) and any t1, ..., t(p) is-an-element-of[0, sigma(e)], we associate a branching tree with p branches denoted by T(p)(e, t1, ..., t(p)), which is closely related to the structure of the minima of e. Our main theorem states that, if e is chosen according to the Ito measure and (t1, ..., t(p)) according to Lebesgue measure on [0, sigma(e)]p, the tree T(p)(e, t1, ..., t(p)) is distributed according to the uniform measure on the set of trees with p b...
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作者：TAYLOR, LM; WILLIAMS, RJ
作者单位：University of California System; University of California San Diego
摘要：This work is concerned with the existence and uniqueness of a class of semimartingale reflecting Brownian motions which live in the non-negative orthant of R(d). Loosely speaking, such a process has a semimartingale decomposition such that in the interior of the orthant the process behaves like a Brownian motion with a constant drift and covariance matrix, and at each of the (d - 1)-dimensional faces that form the boundary of the orthant, the bounded variation part of the process increases in ...
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作者：WEINRYB, S; YOR, M
作者单位：Sorbonne Universite
摘要：J.F. Le Gall [4] proved that n2 times the volume of the intersection of two independent Wiener sausages in R3 , with radius 1/n, converges in L2, as n --> infinity, towards a multiple of the intersection local time at 0, for the underlying Brownian motions. We complete this result by proving a corresponding central limit theorem.
