相关论文: The Distribution of Heights of Discrete Excursions

We study limit distributions for random variables defined in terms of coefficients of a power series which is determined by a certain linear functional equation. Our technique combines the method of moments with the kernel method of…

Generalized Dyck paths (or discrete excursions) are one-dimensional paths that take their steps in a given finite set S, start and end at height 0, and remain at a non-negative height. Bousquet-M\'elou showed that the generating function…

We use a Hamiltonian (transition matrix) description of height-restricted Dyck paths on the plane in which generating functions for the paths arise as matrix elements of the propagator to evaluate the length and area generating function for…

In this article, we consider several models of random walks in one or several dimensions, additionally allowing, at any unit of time, a reset (or "catastrophe") of the walk with probability $q$. We establish the distribution of the final…

We show that the distribution of the number of peaks at height $i$ modulo $k$ in $k$-Dyck paths of a given length is independent of $i\in[0,k-1]$ and is the reversal of the distribution of the total number of peaks. Moreover, these…

Functionals of Brownian bridge arise as limiting distributions in nonparametric statistics. In this paper we will give a derivation of distributions of extrema of the Brownian bridge based on excursion theory for Brownian motion. Only the…

We consider the precise upper large deviations estimates for the maximal displacement of a branching random walk. In addition, we obtain a description of the extremal process of the branching random walk conditioned on this large deviations…

We consider a one-dimensional Brownian motion of fixed duration $T$. Using a path-integral technique, we compute exactly the probability distribution of the difference $\tau=t_{\min}-t_{\max}$ between the time $t_{\min}$ of the global…

We provide generating functions for the popularity and the distribution of patterns of length at most three over the set of Dyck paths having a first return decomposition constrained by height.

We show connection between Dyck paths with peaks of bounded height and random walks. The correspondence between a certain class of random walks and such Dyck paths allows us to develop a probabilistic perspective on Chebyshev polynomials.

We present a new method to compute the first crossing distribution in excursion set theory for the case of correlated random walks. We use a combination of the path integral formalism of Maggiore & Riotto, and the integral equation solution…

Starting from AJ Bu's recent article that computed explicit expressions for the GENERATING functions of sums of powers of areas under Dyck and Motzkin paths, we deduce from them explicit expressions for the actual sequences. This enables…

Recently, we provided a simple but accurate formula which closely approximates the first crossing distribution associated with random walks having correlated steps. The approximation is accurate for the wide range of barrier shapes of…

We introduce a method to exactly generate bridge trajectories for discrete-time random walks, with arbitrary jump distributions, that are constrained to initially start at the origin and return to the origin after a fixed time. The method…

We derive the length and area generating function of planar height-restricted forward-moving discrete paths of increments +1, 0, or -1 with arbitrary starting and ending points, the so-called Motzkin meanders, and the more general…

We analyze the Brownian Motion limit of a prototypical unit step reinforced random-walk on the half line. A reinforced random walk is one which changes the weight of any edge (or vertex) visited to increase the frequency of return visits.…

It is well-known that the length generating function E(t) of Dyck paths (excursions with steps +1 and -1) satisfies 1-E+t^2E^2=0. The generating function E^(k)(t) of Dyck paths of height at most k is E^(k)=F_k/F_{k+1}, where the F_k are…

We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…

This paper studies Brownian motion subject to the occurrence of a minimal length excursion below a given excursion level. The law of this process is determined. The characterization is explicit and shows by a layer construction how the law…

We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…