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The Brownian excursion multi-dimensional local time density
Published online by Cambridge University Press: 14 July 2016
Abstract
Expressions for the multi-dimensional densities of Brownian excursion local time are derived by two different methods: a direct method based on Kac's formula for Brownian functionals and an indirect one based on a limit theorem for Galton–Watson trees.
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- Research Papers
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- Copyright © Applied Probability Trust 1999
Footnotes
This author's work was supported by the Austrian Science Foundation FWF, grant P10187-PHY.
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