The alternating marked point process of h-slopes of the drifted Brownian motion

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dc.creatorFaggionato, A.
dc.date2007-08-01
dc.date.accessioned2026-07-07T08:21:43Z
dc.date.available2026-07-07T08:21:43Z
dc.descriptionWe show that the slopes between h-extrema of the drifted 1D Brownian motion form a stationary alternating marked point process, extending the result of J. Neveu and J. Pitman for the non drifted case. Our analysis covers the results on the statistics of h-extrema obtained by P. Le Doussal, C. Monthus and D. Fisher via a Renormalization Group analysis and gives a complete description of the slope between h-extrema covering the origin by means of the Palm--Khinchin theory. Moreover, we analyze the behavior of the Brownian motion near its h-extrema.
dc.description28 pages, 4 figures
dc.identifierhttps://arxiv.org/abs/0708.0128
dc.identifierhttp://arxiv.org/abs/0708.0128
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/135410
dc.subjectProbability
dc.subjectMathematical Physics
dc.subject60J65, 60G55
dc.titleThe alternating marked point process of h-slopes of the drifted Brownian motion
dc.typetext

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