A Vervaat - like path transformation for the reflected Brownian bridge conditioned on its local time at 0
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چکیده
We describe a Vervaat-like 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.
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A Vervaat-like Path Transformation for the Reeected Brownian Bridge Conditioned on Its Local Time at 0
We describe a Vervaat-like path transformation for the reeected 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 easi...
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