×

The distribution of time spent by a standard excursion above a given level, with applications to ring polymers near a discontinuity in potential. (English) Zbl 0890.60074

Summary: The law for the time \(\tau_{a}\) spent by a standard Brownian excursion above a given level \(a<0\) is found using Itô excursion theory. This is achieved by conditioning the excursion to have exactly one mark of an independent Poisson process. Various excursion rates for excursions conditioned to have exactly \(n\) marks are also given in terms of generating functions. This work has applications to the theory of ring polymers and end-attached polymers near a discontinuity in potential.

MSC:

60J65 Brownian motion
60J35 Transition functions, generators and resolvents
PDFBibTeX XMLCite
Full Text: DOI EuDML EMIS