We introduce and establish some properties of a generalized form of the beta function. Corresponding generalized incomplete beta functions are also defined. Moreover, we define a new probability density function (pdf) involving this new generalized beta function. Some basic functions associated with the pdf, such as moment generating function, mean residue function, and hazard rate function are derived. Some special cases are mentioned.
In this paper we study the Brownian taboo process, which is a version of Brownian motion conditioned to stay within a finite interval, and the α-perturbed Brownian taboo process, which is an analogous version of an α-perturbed Brownian motion.We are particularly interested in the asymptotic behaviour of the supremum of the taboo process, and our main results give integral tests for upper and lower functions of the supremum as t → ∞. In the Brownian case these include extensions of recent results in Lambert [4], but are proved in a quite different way. 2001 Éditions scientifiques et médicales Elsevier SAS AMS classification: 60K05; 60J15 RÉSUMÉ. -Dans cet article, nous étudions le processus Brownien tabou qui est une version du mouvement Brownien, conditionné à rester dans un intervalle fini, et le processus Brownien tabou α-perturbé qui est une version semblable du mouvement Brownien α-perturbé. Nous sommes particulièrement intéressés par le comportement asymptotique du supremum du processus tabou et nos principaux résultats fournissent des intégrales tests pour des fonctions majorantes et minorantes du supremum lorsque t → ∞. Dans le cas Brownien, ces résultats incluent des extensions de résultats récents de Lambert [4], mais ceux-ci sont prouvés de maníère différente. 2001 Éditions scientifiques et médicales Elsevier SAS E-mail addresses: rad@ma.man.ac.uk (R.A. Doney), jasi@sci.kuniv.adu.kw (Y.B. Nakhi).
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