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Distributions of the Longest Excursions in a Tied Down Simple Random Walk and in a Brownian Bridge - MaRDI portal

Distributions of the Longest Excursions in a Tied Down Simple Random Walk and in a Brownian Bridge (Q5448753)

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scientific article; zbMATH DE number 5246112
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Distributions of the Longest Excursions in a Tied Down Simple Random Walk and in a Brownian Bridge
scientific article; zbMATH DE number 5246112

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    Distributions of the Longest Excursions in a Tied Down Simple Random Walk and in a Brownian Bridge (English)
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    7 March 2008
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    tied down random walk
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    Brownian bridge
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    ranked excursion length
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    weak convergence
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    generating function
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    Kummer function
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