On a discrete version of the Laugesen-Morpurgo conjecture

M.N. Pascu and A. Nicolaie

Statistics & Probability Letters, 2009, vol. 79, issue 6, 797-806

Abstract: In this paper we use coupling arguments to prove a discrete 1-dimensional version of the Laugesen-Morpurgo conjecture. As an application, we derive a probabilistic proof of the 1-dimensional Laugesen-Morpurgo conjecture (for the 1-dimensional reflecting Brownian motion).

Date: 2009
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00518-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:79:y:2009:i:6:p:797-806

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().