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Probability laws related to the Jacobi theta and Riemann zeta functions, and the Brownian excursions
 Bulletin (New series) of the American Mathematical Society
"... Abstract. This paper reviews known results which connect Riemann’s integral representations of his zeta function, involving Jacobi’s theta function and its derivatives, to some particular probability laws governing sums of independent exponential variables. These laws are related to onedimensional ..."
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Cited by 55 (12 self)
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Abstract. This paper reviews known results which connect Riemann’s integral representations of his zeta function, involving Jacobi’s theta function and its derivatives, to some particular probability laws governing sums of independent exponential variables. These laws are related to onedimensional Brownian motion and to higher dimensional Bessel processes. We present some characterizations of these probability laws, and some approximations of Riemann’s zeta function which are related to these laws. Contents
The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
, 1997
"... Let B be a standard onedimensional Brownian motion started at 0. Let L t;v (jBj) be the occupation density of jBj at level v up to time t. The distribution of the process of local times (L t;v (jBj); v 0) conditionally given B t = 0 and L t;0 (jBj) = ` is shown to be that of the unique strong solu ..."
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Cited by 25 (7 self)
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Let B be a standard onedimensional Brownian motion started at 0. Let L t;v (jBj) be the occupation density of jBj at level v up to time t. The distribution of the process of local times (L t;v (jBj); v 0) conditionally given B t = 0 and L t;0 (jBj) = ` is shown to be that of the unique strong solution X of the Ito SDE dXv = n 4 \Gamma X 2 v \Gamma t \Gamma R v 0 Xudu \Delta \Gamma1 o dv + 2 p XvdBv on the interval [0; V t (X)), where V t (X) := inffv : R v 0 Xudu = tg, and Xv = 0 for all v V t (X). This conditioned form of the RayKnight description of Brownian local times arises from study of the asymptotic distribution as n !1 and 2k= p n ! ` of the height profile of a uniform rooted random forest of k trees labeled by a set of n elements, as obtained by conditioning a uniform random mapping of the set to itself to have k cyclic points. The SDE is the continuous analog of a simple description of a GaltonWatson branching process conditioned on its total progeny....
Parking Functions, Empirical Processes, and the Width of Rooted Labeled Trees
"... This paper provides tight bounds for the moments of the width of rooted labeled trees with n nodes, answering an open question of Odlyzko and Wilf (1987). To this aim, we use one of the many onetoone correspondences between trees and parking functions, and also a precise coupling between parking f ..."
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Cited by 20 (5 self)
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This paper provides tight bounds for the moments of the width of rooted labeled trees with n nodes, answering an open question of Odlyzko and Wilf (1987). To this aim, we use one of the many onetoone correspondences between trees and parking functions, and also a precise coupling between parking functions and the empirical processes of mathematical statistics. Our result turns out to be a consequence of the strong convergence of empirical processes to the Brownian bridge (Komlos, Major and Tusnady, 1975).
Brownian motion and the Riemann zetafunction
 Disorder in Physical Systems
, 1990
"... My intention when I went to Oxford as an undergraduate was to be a physicist, but to do some mathematics first. In the first undergraduate year of mathematics, John Hammersley gave a course which included the quaternion proof of the FourSquares Theorem, the ‘elementary’ proof of the Prime Number Th ..."
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Cited by 13 (0 self)
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My intention when I went to Oxford as an undergraduate was to be a physicist, but to do some mathematics first. In the first undergraduate year of mathematics, John Hammersley gave a course which included the quaternion proof of the FourSquares Theorem, the ‘elementary’ proof of the Prime Number Theorem, and an introduction to Operational Research. It was strong meat for firstyear undergraduates, and I’m sure that there was little which I understood fully. But it was marvellous material, conveyed with style and infectious excitement; and, more than anything, it persuaded me to stay with mathematics. My intention when I was invited to contribute to this volume was to submit something on one or other of two concrete problems of interest to John Hammersley. But, unfortunately, while John had been able to convey enthusiasm to us students, it was of course impossible for him to grant us some of his creativity with hard problems; and, left therefore to my own devices, I have failed to make progress with either
Brownian excursion area, Wright’s constants in graph enumeration, and other Brownian areas. Probability Surveys 4
, 2007
"... ..."
Asymptotic distributions for the cost of linear probing hashing, Random Structures and Algorithms
"... Abstract. We study moments and asymptotic distributions of the construction cost, measured as the total displacement, for hash tables using linear probing. Four different methods are employed for different ranges of the parameters; together they yield a complete description. This extends earlier res ..."
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Cited by 11 (3 self)
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Abstract. We study moments and asymptotic distributions of the construction cost, measured as the total displacement, for hash tables using linear probing. Four different methods are employed for different ranges of the parameters; together they yield a complete description. This extends earlier results by Flajolet, Poblete and Viola. The average cost of unsuccessful searches is considered too. 1.
The law of the maximum of a Bessel bridge
 Electronic J. Probability
, 1998
"... Let M ffi be the maximum of a standard Bessel bridge of dimension ffi . A series formula for P (M ffi a) due to Gikhman and Kiefer for ffi = 1; 2; : : : is shown to be valid for all real ffi ? 0. Various other characterizations of the distribution of M ffi are given, including formulae for its Mel ..."
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Cited by 11 (7 self)
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Let M ffi be the maximum of a standard Bessel bridge of dimension ffi . A series formula for P (M ffi a) due to Gikhman and Kiefer for ffi = 1; 2; : : : is shown to be valid for all real ffi ? 0. Various other characterizations of the distribution of M ffi are given, including formulae for its Mellin transform, which is an entire function. The asymptotic distribution of M ffi as is described both as ffi !1 and as ffi # 0. Keywords: Brownian bridge, Brownian excursion, Brownian scaling, local time, Bessel process, zeros of Bessel functions, Riemann zeta function Contents 1 Introduction 3 2 The maximum of a diffusion bridge 8 3 The GikhmanKiefer Formula 9 4 The law of T ffi and the agreement formula 11 5 The first passage transform and its derivatives 13 6 Moments 16 7 Dimensions one and three 20 8 Limits as ffi !1 22 9 Limits as ffi # 0 24 10 Relation to last exit times 27 11 A series involving the zeros of J 30 A Some Useful Formulae 33 A.1 Bessel Functions : : : : : : : : : : :...
A Vervaatlike path transformation for the reflected Brownian bridge conditioned on its local time at 0
, 1999
"... We describe a Vervaatlike path transformation for the reflected Brownian bridge conditioned on its local time at 0: up to random shifts, this process equals the two processes constructed from a Brownian bridge and a Brownian excursion by adding a drift and then taking the excursions over the cur ..."
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Cited by 10 (1 self)
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We describe a Vervaatlike path transformation for the reflected Brownian bridge conditioned on its local time at 0: up to random shifts, this process equals the two processes constructed from a Brownian bridge and a Brownian excursion by adding a drift and then taking the excursions over the current minimum. As a consequence, these three processes have the same occupation measure, which is easily found. The three processes arise as limits, in three different ways, of profiles associated to hashing with linear probing, or, equivalently, to parking functions. 1 Introduction We regard the Brownian bridge b(t) and the normalized (positive) Brownian excursion e(t) as defined on the circle R=Z, or, equivalently, as defined on the whole real line, being periodic with period 1. We define, for a 0, the operator \Psi a on the set of bounded functions on the line by \Psi a f(t) = f(t) \Gamma at \Gamma inf \Gamma1!st (f(s) \Gamma as) = sup st (f(t) \Gamma f(s) \Gamma a(t \Gamma s))...
A Queue with Periodic Arrivals and Constant Service Rate
 In Chapter 10 of Probability, Statistics and Optimization a Tribute
, 1994
"... : Consider a queueing system in which K sources each generate 1=M units of work once every time unit. The phases of the sources are mutually independent, and each phase is uniformly distributed over the unit interval. The queue is served at unit rate. The distribution of the typical work and the max ..."
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Cited by 9 (1 self)
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: Consider a queueing system in which K sources each generate 1=M units of work once every time unit. The phases of the sources are mutually independent, and each phase is uniformly distributed over the unit interval. The queue is served at unit rate. The distribution of the typical work and the maximum work are studied both for finite K and M and in the limit of large K and M . The limiting maximum work is identified as the maximum of a reflecting Brownian motion over the unit interval given that its local time at zero first reaches a specified value at the end of the interval. The analysis is expedited by a tie to the empirical process arising in KolmogorovSmirnov statistical tests. 1