On a class of additive functionals of two-dimensional Brownian motion and random walk

被引:0
|
作者
Csáki, E [1 ]
Csörgö, M [1 ]
Földes, A [1 ]
Shi, Z [1 ]
机构
[1] Hungarian Acad Sci, Alfred Renyi Inst Math, H-1364 Budapest, Hungary
关键词
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Sample path properties of a class of additive functionals of two-dimensional Brownian motion and random walk are studied.
引用
收藏
页码:321 / 345
页数:25
相关论文
共 50 条
  • [1] Some results for two-dimensional random walk, II.: Additive functionals
    Csáki, E
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2002, 101 (1-2) : 49 - 56
  • [2] On two-dimensional fractional Brownian motion and fractional Brownian random field
    Qian, H
    Raymond, GM
    Bassingthwaighte, JB
    JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1998, 31 (28): : L527 - L535
  • [3] ASYMPTOTIC COMPARISONS OF FUNCTIONALS OF BROWNIAN-MOTION AND RANDOM-WALK
    KINDERMANN, RP
    ANNALS OF PROBABILITY, 1980, 8 (06): : 1135 - 1147
  • [4] Distributions of additive functionals of the Brownian motion stopped at various random moments
    Vagurina I.V.
    Journal of Mathematical Sciences, 2005, 127 (1) : 1703 - 1716
  • [5] Two-Dimensional Brownian Random Interlacements
    Comets, Francis
    Popov, Serguei
    POTENTIAL ANALYSIS, 2020, 53 (02) : 727 - 771
  • [6] Two-Dimensional Brownian Random Interlacements
    Francis Comets
    Serguei Popov
    Potential Analysis, 2020, 53 : 727 - 771
  • [7] Two-dimensional Quantum Random Walk
    Baryshnikov, Yuliy
    Brady, Wil
    Bressler, Andrew
    Pemantle, Robin
    JOURNAL OF STATISTICAL PHYSICS, 2011, 142 (01) : 78 - 107
  • [8] Two-dimensional Quantum Random Walk
    Yuliy Baryshnikov
    Wil Brady
    Andrew Bressler
    Robin Pemantle
    Journal of Statistical Physics, 2011, 142 : 78 - 107
  • [9] Properties of additive functionals of Brownian motion with resetting
    den Hollander, Frank
    Majumdar, Satya N.
    Meylahn, Janusz M.
    Touchette, Hugo
    JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2019, 52 (17)
  • [10] Asymptotic properties of additive functionals of Brownian motion
    Takeda, M
    Zhang, TS
    ANNALS OF PROBABILITY, 1997, 25 (02): : 940 - 952