Geodesic
The maximum of Brownian motion with parabolic drift (Extended abstract)
Discrete mathematics & theoretical computer science, DMTCS Proceedings vol. AM, 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10), DMTCS Proceedings vol. AM, 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10) (2010).

Voir la notice de l'article provenant de la source Episciences

We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. This has some applications in algorithmic and data structures analysis. We give series expansions and integral formulas for the distribution and the first two moments, together with numerical values to high precision. 
@article{DMTCS_2010_special_258_a2,
     author = {Janson, Svante and Louchard, Guy and Martin-L\"of, Anders},
     title = {The maximum of {Brownian} motion with parabolic drift {(Extended} abstract)},
     journal = {Discrete mathematics & theoretical computer science},
     publisher = {mathdoc},
     volume = {DMTCS Proceedings vol. AM, 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10)},
     year = {2010},
     doi = {10.46298/dmtcs.2766},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.2766/}
}
TY  - JOUR
AU  - Janson, Svante
AU  - Louchard, Guy
AU  - Martin-Löf, Anders
TI  - The maximum of Brownian motion with parabolic drift (Extended abstract)
JO  - Discrete mathematics & theoretical computer science
PY  - 2010
VL  - DMTCS Proceedings vol. AM, 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10)
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.2766/
DO  - 10.46298/dmtcs.2766
LA  - en
ID  - DMTCS_2010_special_258_a2
ER  - 
%0 Journal Article
%A Janson, Svante
%A Louchard, Guy
%A Martin-Löf, Anders
%T The maximum of Brownian motion with parabolic drift (Extended abstract)
%J Discrete mathematics & theoretical computer science
%D 2010
%V DMTCS Proceedings vol. AM, 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10)
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.2766/
%R 10.46298/dmtcs.2766
%G en
%F DMTCS_2010_special_258_a2
Janson, Svante; Louchard, Guy; Martin-Löf, Anders. The maximum of Brownian motion with parabolic drift (Extended abstract). Discrete mathematics & theoretical computer science, DMTCS Proceedings vol. AM, 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10), DMTCS Proceedings vol. AM, 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10) (2010). doi : 10.46298/dmtcs.2766. http://geodesic.mathdoc.fr/articles/10.46298/dmtcs.2766/

Cité par Sources :