@article{SPS_1999__33__388_0, author = {Pitman, Jim}, title = {The distribution of local times of a brownian bridge}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {388--394}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {33}, year = {1999}, mrnumber = {1768012}, zbl = {0945.60081}, language = {en}, url = {http://www.numdam.org/item/SPS_1999__33__388_0/} }
TY - JOUR AU - Pitman, Jim TI - The distribution of local times of a brownian bridge JO - Séminaire de probabilités de Strasbourg PY - 1999 SP - 388 EP - 394 VL - 33 PB - Springer - Lecture Notes in Mathematics UR - http://www.numdam.org/item/SPS_1999__33__388_0/ LA - en ID - SPS_1999__33__388_0 ER -
Pitman, Jim. The distribution of local times of a brownian bridge. Séminaire de probabilités de Strasbourg, Tome 33 (1999), pp. 388-394. http://www.numdam.org/item/SPS_1999__33__388_0/
[1] Brownian bridge asymptotics for random mappings. Random Structures and Algorithms, 5:487-512, 1994. | MR | Zbl
and .[2] The standard additive coalescent. Technical Report 489, Dept. Statistics, U.C. Berkeley, 1997. To appear in Ann. Probab.. Available via http://www.stat.berkeley.edu/users/pitman. | MR | Zbl
and .[3] Tree-valued Markov chains derived from Galton-Vatson processes. Ann. Inst. Henri Poincaré, 34:637-686, 1998. | EuDML | Numdam | MR | Zbl
and .[4] Laws of the iterated logarithm for local times of the empirical process. Ann. Probab., 23:388 - 399, 1995. | MR | Zbl
and .[5] Path transformations connecting Brownian bridge, excursion and meander. Bull. Sci. Math. (2), 118:147-166, 1994. | MR | Zbl
and .[6] Sur la loi des temps locaux Browniens pris en un temps exponentiel. In Séminaire de Probabilités XXII, pages 454-466. Springer, 1988. Lecture Notes in Math. 1321. | EuDML | Numdam | MR | Zbl
and .[7] Brownian local time. Russian Math. Surveys, 44:2:1-51, 1989. | MR | Zbl
.[8] Excursions in Brownian motion. Arkiv fur Matematik, 14:155-177, 1976. | MR | Zbl
.[9] Stopped Markov chains with stationary occupation times. Probab. Th. Rel. Fields, 109:425-433, 1997. | MR | Zbl
and .[10] Markovian bridges: construction, Palm interpretation, and splicing. In E. Çinlar, K.L. Chung, and M.J. Sharpe, editors, Seminar on Stochastic Processes, 1992, pages 101-134. Birkhäuser, Boston, 1993. | MR | Zbl
, , and .[11] Invariance of the occupation time of the Brownian bridge process. Preprint, Indiana Univerity. Available via http://www.math.indiana.edu/home/zumbrun, 1998. | MR
and .[12] On Brownian bridge and excursion. Studia Sci. Math. Hungar., 20:1-10, 1985. | MR | Zbl
.[13] Special Functions and their Applications. Prentice-Hall, Englewood Cliffs, N.J., 1965. | MR | Zbl
.[14] Le théorème de Ray-Knight à temps fixe. In J. Azéma, M. Émery, M. Ledoux, and M. Yor, editors, Séminaire de Probabilités XXXII, pages 376-406. Springer, 1998. Lecture Notes in Math. 1686. | Numdam | MR | Zbl
.[15] Sur certains processus stochastiques homogènes. Compositio Math., 7:283-339, 1939. | JFM | Numdam | MR | Zbl
.[16] Cyclically stationary Brownian local time processes. Probab. Th. Rel. Fields, 106:299-329, 1996. | MR | Zbl
.[17] The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest. Technical Report 503, Dept. Statistics, U.C. Berkeley, 1997. To appear in Ann. Prob.. Available via http://www.stat.berkeley.edu/users/pitman. | MR | Zbl
.[18] Some properties of the arc sine law related to its invariance under a family of rational maps. In preparation, 1998.
and .[19] Sojourn times of a diffusion process. Ill. J. Math., 7:615-630. 1963. | MR | Zbl
.[20] Continuous martingales and Brownian motion. Springer, Berlin-Heidelberg, 1994. 2nd edition. | MR | Zbl
and .[21] Empirical processes with applications to statistics. John Wiley & Sons, New York, 1986.
and .[22] Certain generalizations in the analysis of variance. Biometrika, 24:471-494, 1932. | JFM | Zbl
.[23] Path decomposition and continuity of local time for one dimensional diffusions I. Proc. London Math. Soc. (3), 28:738-768, 1974. | MR | Zbl
.