Sabine Mercier

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 1 of their papers we have counts for

collaborators

2 papers

math.PR2018

Improvements on the distribution of maximal segmental scores in a Markovian sequence

Simona Grusea, Sabine Mercier

Let $(A_{i})_{i \geq 0}$ be a finite state irreducible aperiodic Markov chain and $f$ a lattice score function such that the average score is negative and positive scores are possibl…

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…

Improvements on the distribution of maximal segmental scores in a Markovian sequence

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

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