Séminaire de Probabilités XXXVIII (Lecture Notes in Mathematics / Séminaire de Probabilités)
Contributors: Michel Émery (Editor); Michel Ledoux (Editor); Marc Yor (Editor)
Edition: 1 edition
Publisher: Springer
Published: January 12, 2005
Language: eng; fre
Format: Paperback
Number of pages: 394
ISBN-13: 9783540239734
Subjects: Probability & statistics; Reference; Computers - General Information; Mathematics; Science/Mathematics; Spanish: Adult Nonfiction; Computer Science; Probability & Statistics - General; 60Gxx, 60Hxx, 60Jxx; Brownian motion; Lévy process; Markov process; Mathematics / Statistics; Probability; Stochastic process; Lâevy processes; Random walks (Mathematics); Stochastic processes
First sentence: Tanaka's construction gives a pathwise construction of "random walk conditioned to stay positive", and has recently been used in [3] and [8] to establish other results about this process.