相关论文: Sojourn times for Brownian sheet

This paper has been withdrawn by the authors because it has been merged with paper arXiv:0903.3501v1 [math.DG]

This lecture recalls the memory of Baron Roland Eotvos, an outstanding figure of the experimental exploration of the gravitational interaction.

Lecture notes for a master-level mathematics course on martingales and stochastic calculus, held at the University of Orl\'eans, France. With corrected exercises. Contents: Discrete-time martingales, stopping times, convergence theorems.…

The year 2024 marks two anniversaries: The 70th anniversary of CERN and the 50th anniversary of the $J/\Psi$ discovery. At this occasion I have been asked to give review talks on the significance of these anniversaries. This article is an…

We give a brief review of the work of Ramanujan on cranks that is found in the Lost Notebook. Recent work by Bruce Berndt and his coauthors have brought to light many interesting results of Ramanujan on cranks, which we highlight in this…

This paper has been withdrawn by the author.

In connection with the space-time uncertainty principle which gives a simple qualitative characterization of non-local or non-commutative nature of short-distance space-time structure in string theory, author's recent approaches toward…

This note re-addresses the Paris barrier options proposed by Yor and collaborators and their valuation using the Laplace transform approach. The notion of Paris barrier options, based on excursion theory and using the Brownian meander, is…

A transcription with minor alterations of the talk presented to honor Sid Drell on the occasion of his retirement.

It has been conjectured since the work of Lalley and Sellke (1987) that the branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be…

This paper is written for "Gribov Memorial Volume", Heavy Ion Physics, Acta Physica Hungarica. This is a report on my 25 years activity in understanding of the Pomeron structure. Since I was involved in the Pomeron business moreless from…

The authors mention work of Christensen, Mycielski, Tsujii, and others which is closely related to a survey article by the first author [math.FA/9210220].

We establish a central limit theorem for partial sums of stationary linear random fields with dependent innovations, and an invariance principle for anisotropic fractional Brownian sheets. Our result is a generalization of the invariance…

The joint distribution of value and local time for Brownian Motion has been reported by Borodin and Salminen. Its asymptotic behavior for recurrent random walk has been presented by Jain and Pruitt. Motivated by the need for queue size…

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…

The purpose of this text is twofold. First we discuss some divisor problems involving Paul Erd\H os (1913-1996), whose centenary of birth is this year. In the second part some recent results on divisor problems are discussed, and their…

Tied-down renewal processes are generalisations of the Brownian bridge, where an event (or a zero crossing) occurs both at the origin of time and at the final observation time $t$. We give an analytical derivation of the two-time…

I offer a brief summary, with commentary, of theoretical contributions to Moriond QCD 2008.

This note contains some comments on a recent paper by Friedman on two-component spinors in spacetimes which do not admit a time-orientation, and is intended to clarify the relation of the work reported in that paper to previous literature.

This is an intrusion in the life and the mathematics of Norbert A'Campo, intended to be a tribute to him and an acknowledgement of his impact on those who know him and his work. The final version of this paper appears in the book ``Essays…