Add to ORKGWe discuss the distributions of three functionals of the free Brownian bridge: its L2-norm, the second component of its signature and its Lévy area. All of these are freely infinitely divisible. We introduce two representations of the free Brownian bridge as series of free semicircular random variables are used, analogous to the Fourier representations of the classical Brownian bridge due to Lévy and Kac.
We study approximations for the L\'evy area of Brownian motion which are based on the Fourier series...
Aldous and Pitman (1994) studied asymptotic distributions as n → ∞, of various functional of a unifo...
We give two new proofs of Csaki's formula for the law of the ratio 1, Q of the maximum relative...
The Classical Brownian Bridge is constructed in Symmetric Fock space over an appropriate base Hilber...
The Classical Brownian Bridge is constructed in Symmetric Fock space over an appropriate base Hilber...
The processes of the form , where K is a constant, and B(·) a Brownian bridge, are investigated. We...
The bivariate Brownian bridge, a nontensor Gaussian Field, is defined by B(t1,t2)=W(t1,t2)W(1,1)=0=W...
We study the freely infinitely divisible distributions that appear as the laws of free subordinators...
We consider R"2-valued Gaussian random fields over R"2 realizing the free electromagnetic ...
The Gaussian Free Field (GFF) in the continuum appears to be the natural generalisation of Brownian...
AbstractMotivated by asymptotic problems in the theory of empirical processes, and specifically by t...
In this paper we continue our studies, initiated in [BT1],[BT2] and [BT3], of the con-nections betwe...
Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two dif...
We study approximations for the Lévy area of Brownian motion which are based on the Fourier series e...
Abstract. We study a simple decision problem on the scaling parame-ter in the α-Brownian bridge X(α)...
We study approximations for the L\'evy area of Brownian motion which are based on the Fourier series...
Aldous and Pitman (1994) studied asymptotic distributions as n → ∞, of various functional of a unifo...
We give two new proofs of Csaki's formula for the law of the ratio 1, Q of the maximum relative...
The Classical Brownian Bridge is constructed in Symmetric Fock space over an appropriate base Hilber...
The Classical Brownian Bridge is constructed in Symmetric Fock space over an appropriate base Hilber...
The processes of the form , where K is a constant, and B(·) a Brownian bridge, are investigated. We...
The bivariate Brownian bridge, a nontensor Gaussian Field, is defined by B(t1,t2)=W(t1,t2)W(1,1)=0=W...
We study the freely infinitely divisible distributions that appear as the laws of free subordinators...
We consider R"2-valued Gaussian random fields over R"2 realizing the free electromagnetic ...
The Gaussian Free Field (GFF) in the continuum appears to be the natural generalisation of Brownian...
AbstractMotivated by asymptotic problems in the theory of empirical processes, and specifically by t...
In this paper we continue our studies, initiated in [BT1],[BT2] and [BT3], of the con-nections betwe...
Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two dif...
We study approximations for the Lévy area of Brownian motion which are based on the Fourier series e...
Abstract. We study a simple decision problem on the scaling parame-ter in the α-Brownian bridge X(α)...
We study approximations for the L\'evy area of Brownian motion which are based on the Fourier series...
Aldous and Pitman (1994) studied asymptotic distributions as n → ∞, of various functional of a unifo...
We give two new proofs of Csaki's formula for the law of the ratio 1, Q of the maximum relative...