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The Distribution of Time Spent by a Standard Excursion Above a Given Level, with Applications to Ring Polymers near a Discontinuity in Potential
Standard Brownian Excursions Brownian Bridges Ring Polymers End-Attached Polymers
2009/5/8
The law for the time tau_{a} spent by a standard Brownian excursion above a given level a>0 is found using Ito excursion theory. This is achieved by conditioning the excursion to have exactly one mark...