Julien Randon-Furling

On the time to reach maximum for a variety of constrained Brownian motions (2008)

Majumdar, Satya. N., Randon-Furling, Julien, Kearney, Michael J., Yor, Marc

We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit...

On the time to reach maximum for a variety of constrained Brownian motions (2008)

Majumdar, Satya. N., Randon-Furling, Julien, Kearney, Michael J., Yor, Marc

We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit...

Exact distribution of the maximal height of watermelons (2008)

Schehr, Gregory, Majumdar, Satya N., Comtet, Alain, Randon-Furling, Julien

We study p non intersecting one-dimensional Brownian walks, either excursions (p-watermelons with a wall) or bridges (p-watermelons without wall). We focus on the maximal height H_p of these...

Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time (2008)

Randon-Furling, Julien, Majumdar, Satya

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin...

Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time (2008)

Randon-Furling, Julien, Majumdar, Satya

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin...

On the time to reach maximum for a variety of constrained Brownian motions (2008)

Majumdar, Satya. N., Randon-Furling, Julien, Kearney, Michael J., Yor, Marc

We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit...

Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time (2008)

Randon-Furling, Julien, Majumdar, Satya

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin...

Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time (2008)

Randon-Furling, Julien, Majumdar, Satya

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin...

Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time (2007)

Randon-Furling, Julien, Majumdar, Satya

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin...

Distribution of the time at which a Brownian motion is maximal before its first-passage time (2007)

Randon-Furling, Julien, Majumdar, Satya

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin...

Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time (2007)

Randon-Furling, Julien, Majumdar, Satya N.

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin...