Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153800 | Statistics & Probability Letters | 2009 | 10 Pages |
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).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
M.N. Pascu, A. Nicolaie,