Titus Lupu

activity

20132026

most citedFrom loop clusters and random interlacement to the free field

91 citations · 275 across the 27 of their papers we have counts for

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Showing 2013Show all

4 papers · 1 filter

math.PR2013★ 10 cited

The Vervaat transform of Brownian bridges and Brownian motion

Titus Lupu, Jim Pitman, Wenpin Tang

For a continuous function $f \in C ([0, 1])$ , define the Vervaat transform $V (f) (t) := f (τ (f) + t mod 1) + f (1) 1_{{t + τ (f) \geq 1}} - f (τ (f))$ , where $τ (f)$ corresponds to the fir…

math.PR2013

Some points on Vervaat's transform of Brownian bridges and Brownian motion

Titus Lupu

In a recent work J. Pitman and W. Tang defined the Vervaat's transform for a Brownian bridge with two different endpoints and for a Brownian motion between times $0$ and $1$ . They…

math.PR2013★ 1 cited

On Vervaat transform of Brownian bridges and Brownian motion

Jim Pitman, Wenpin Tang

For a continuous function $f \in C ([0, 1])$ , define the Vervaat transform $V (f) (t) := f (τ (f) + t mod 1) + f (1) 1_{{t + τ (f) \geq 1}} - f (τ (f))$ , where $τ (f)$ corresponds to the fir…

math.PR2013★ 11 cited

Poisson ensembles of loops of one-dimensional diffusions

Titus Lupu

We study the analogue of Poisson ensembles of Markov loops ('loop soups') in the setting of one-dimensional diffusions. We give a detailed description of the corresponding intensit…