Brigitta Vermesi

activity

20072011

most citedFast convergence to an invariant measure for non-intersecting 3-dimensional Brownian paths

7 citations · 12 across the 4 of their papers we have counts for

collaborators

Showing 2010Show all

2 papers · 1 filter

math.PR2010★ 7 cited

Fast convergence to an invariant measure for non-intersecting 3-dimensional Brownian paths

Gregory F. Lawler, Brigitta Vermesi

We consider pairs of 3-dimensional Brownian paths, started at the origin and conditioned to have no intersections after time zero. We show that there exists a unique measure on pai…

math.PR2010

Brownian motion with variable drift can be space-filling

Tonći Antunović, Yuval Peres, Brigitta Vermesi

For $d \geq 2$ let $B$ be standard $d$ -dimensional Brownian motion. For any $α < 1/ d$ we construct an $α$ -Hölder continuous function $f : [0, 1] \to R^{d}$ so that the ra…