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The Distribution of Time Spent by a Standard Excursion Above a Given Level, with Applications to Ring Polymers near a Discontinuity in Potential


 
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1. Title Title of document The Distribution of Time Spent by a Standard Excursion Above a Given Level, with Applications to Ring Polymers near a Discontinuity in Potential
 
2. Creator Author's name, affiliation, country Kalvis M. Jansons; University College London
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Standard Brownian Excursions, Brownian Bridges, Ring Polymers, End-Attached Polymers.
 
3. Subject Subject classification 60K35
 
4. Description Abstract The law for the time $\tau_{a}$ spent by a standard Brownian excursion above a given level $a > 0$ is found using Ito excursion theory. This is achieved by conditioning the excursion to have exactly one mark of an independent Poisson process. Various excursion rates for excursions conditioned to have exactly $n$ marks are also given in terms of generating functions. This work has applications to the theory of ring polymers and end-attached polymers near a discontinuity in potential.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 1997-12-05
 
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/984
 
10. Identifier Digital Object Identifier 10.1214/ECP.v2-984
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 2
 
12. Language English=en en
 
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