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A functional limit convergence towards brownian excursion
Random walks Conditioning to stay positive Invariance Principle
2011/1/17
We consider a random walk S in the domain of attraction of a standard normal law Z, ie there exists a positive sequence an such that Sn/an converges in law towards Z. The main result of this note is t...
Brownian excursion area, Wright's constants in graph enumeration, and other Brownian areas
Brownian excursion area graph enumeration
2009/5/18
This survey is a collection of various results and formulas by different authors on the areas (integrals) of five related processes, viz. Brownian motion, bridge, excursion, meander and double meander...
Brownian Excursion Conditioned on Its Local Time
Brownian excursion continuum random tree Kingman's coalescent local time
2009/5/8
For a function $ell$ satisfying suitable integrability (but not continuity) requirements, we construct a process $(B^ell_u, 0 leq u leq 1)$ interpretable as Brownian excursion conditioned to have loca...