Two-time correlation and occupation time for the Brownian bridge and tied-down renewal processes
Work
Year: 2017
Type: article
Abstract: Tied-down renewal processes are generalisations of the Brownian bridge, where an event (or a zero crossing) occurs both at the origin of time and at the final observation time t. We give an analytical... more
Author Claude Godrèche
Institutions Institut de Physique Théorique, Centre National de la Recherche Scientifique, CEA Paris-Saclay, Commissariat à l'Énergie Atomique et aux Énergies Alternatives, Université Paris-Saclay
Cites: 17
Cited by: 8
Related to: 10
FWCI: 0.506
Citation percentile (by year/subfield): 50.96
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green