Résumé
We consider a Brownian motion with negative drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its stationary distribution satisfies a functional equation, which is reminiscent from equations arising in the enumeration of (discrete) quadrant walks. We develop a Tutte's invariant approach to this continuous setting, and we obtain an explicit formula for the Laplace transform in terms of generalized Chebyshev polynomials.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 220-234 |
| Nombre de pages | 15 |
| journal | ESAIM - Probability and Statistics |
| Volume | 21 |
| Les DOIs | |
| état | Publié - 1 janv. 2017 |
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