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    Configurational transition in a Fleming-Viot-type model and probabilistic interpretation of Laplacian eigenfunctions 

    Burdzy, Krzysztof; Holyst, Robert; Ingerman, David; March, Peter (Institute of Physics, 1996-06-07)
    We analyze and simulate a two-dimensional Brownian multi-type particle system with death and branching (birth) depending on the position of particles of different types. The system is confined in the two-dimensional box, whose boundaries act as the sink of Brownian particles. The branching rate matches the death rate so that ...
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    No triple point of planar Brownian motion is accessible 

    Burdzy, Krzysztof; Werner, Wendelin (Institute of Mathematical Statistics, 1996-01)
    We show that the boundary of a connected component of the complement of a planar Brownian path on a fixed time-interval contains almost surely no triple point of this Brownian path.
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    A critical case for Brownian slow points 

    Burdzy, Krzysztof; Bass, Richard F. (Springer-Verlag GmbH, 1996-01)
    Let X [subscript] t be a Brownian motion and let S(c) be the set of reals r [is greather than or equal to] 0 such that |X ([subscript] r+t) − X [subscript] r| [is less than or equal to] c [square root of] t, 0 [is less than or equal to] t [is less than or equal to] h, for some h = h(r) > 0. It is known that S(c) is empty if ...
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    Ito formula for an asymptotically 4-stable process 

    Burdzy, Krzysztof; Madrecki, Andrzej (Institute of Mathematical Statistics, 1996-02)
    An Ito-type formula is given for an asymptotically 4-stable process.
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    Eigenvalue expansions for Brownian motion with an application to occupation times 

    Burdzy, Krzysztof; Bass, Richard F. (Institute of Mathematical Statistics, 1996-01-31)
    Let B be a Borel subset of R [to the power of] d with finite volume. We give an eigenvalue expansion for the transition densities of Brownian motion killed on exiting B. Let A [subscript] 1 be the time spent by Brownian motion in a closed cone with vertex 0 until time one. We show that lim [subscript] u [approaching] 0 log P ...

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    Author
    Burdzy, Krzysztof (5)
    Bass, Richard F. (2)Holyst, Robert (1)Ingerman, David (1)Madrecki, Andrzej (1)March, Peter (1)Werner, Wendelin (1)SubjectBrownian motion (3)eigenvalues (2)4-stable process (1)arcsine law (1)Brownian multiple-type particle system (1)eigenfunction expansion (1)Ito formula (1)Laplacian eigenfunction (1)rectangular boundaries (1)slow points (1)... View MoreDate Issued
    1996 (5)

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