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On the Occupation Time of Brownian Excursion


 
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1. Title Title of document On the Occupation Time of Brownian Excursion
 
2. Creator Author's name, affiliation, country Gerard Hooghiemstra; Technical University Delft
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Brownian excursion, occupation time.
 
4. Description Abstract Recently, Kalvin M. Jansons derived in an elegant way the Laplace transform of the time spent by an excursion above a given level $a>0$. This result can also be derived from previous work of the author on the occupation time of the excursion in the interval $(a,a+b]$, by sending $b \to \infty$. Several alternative derivations areincluded.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 1999-08-04
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1006
 
10. Identifier Digital Object Identifier 10.1214/ECP.v4-1006
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 4
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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