A. Lagnoux

activity

20132026

most citedProbability that the maximum of the reflected Brownian motion over a finite interval

[0, t]

is achieved by its last zero before

t

1 citations · 1 across the 5 of their papers we have counts for

collaborators

Showing 2015Show all

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math.PR2015★ 1 cited

Probability that the maximum of the reflected Brownian motion over a finite interval $[0, t]$ is achieved by its last zero before $t$

Agnès Lagnoux, Sabine Mercier, Pierre Vallois

We calculate the probability $p_{c}$ that the maximum of a reflected Brownian motion $U$ is achieved on a complete excursion, i.e. $p_{c} := P (U (t) = U^{*} (t))$ where $\ov…

math.PR2015

A conditional Berry-Esseen bound and a conditional large deviation result without Laplace transform. Application to hashing with linear probing

Thierry Klein, Agnès Lagnoux, Pierre Petit

\noindent We study the asymptotic behavior of a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed inte…

Probability that the maximum of the reflected Brownian motion over a finite interval [0,t] is achieved by its last zero before t

A conditional Berry-Esseen bound and a conditional large deviation result without Laplace transform. Application to hashing with linear probing

Probability that the maximum of the reflected Brownian motion over a finite interval $[0, t]$ is achieved by its last zero before $t$