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Published in 2020 at "Journal of Statistical Mechanics: Theory and Experiment"
DOI: 10.1088/1742-5468/abe59c
Abstract: A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work, we revisit…
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Keywords:
constrained non;
non crossing;
ferrari spohn;
brownian motions ... See more keywords