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Brownian Excursion Conditioned on Its Local Time


 
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1. Title Title of document Brownian Excursion Conditioned on Its Local Time
 
2. Creator Author's name, affiliation, country David J. Aldous; University of California, Berkeley
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Brownian excursion, continuum random tree, Kingman's coalescent, local time.
 
3. Subject Subject classification 60J55, 60J65, 60C05
 
4. Description Abstract 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 local time $\ell(\cdot)$ at time $1$. The construction is achieved by first defining a non-homogeneous version of Kingman's coalescent and then applying the general theory in Aldous (1993) relating excursion-type processes to continuum random trees. This complements work of Warren and Yor (1997) on the Brownian burglar.
 
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7. Date (YYYY-MM-DD) 1998-09-22
 
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/996
 
10. Identifier Digital Object Identifier 10.1214/ECP.v3-996
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 3
 
12. Language English=en en
 
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