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Showing 2012 · math.PRShow all
3 papers · 2 filters
math.PR2012
Moments of the location of the maximum of Brownian motion with parabolic drift
Svante Janson
We derive integral formulas, involving the Airy function, for moments of the time a two-sided Brownian motion with parabolic drift attains its maximum.
math.PR2012★ 16 cited
Scaling limit results for the sum of many inverse Lévy subordinators
Ingemar Kaj, Anders Martin-Löf
The first passage time process of a Lévy subordinator with heavy-tailed Lévy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes o…
math.PR2012
The number of bit comparisons used by Quicksort: an average-case analysis
James Allen Fill, Svante Janson
The analyses of many algorithms and data structures (such as digital search trees) for searching and sorting are based on the representation of the keys involved as bit strings and…