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Weak convergence to Brownian excursion

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Publication:1051992
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DOI10.1214/aop/1176993525zbMath0515.60081OpenAlexW2079730443MaRDI QIDQ1051992

R. M. Blumenthal

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993525


zbMATH Keywords

Bessel processBrownian excursionrandom time change


Mathematics Subject Classification ID

Brownian motion (60J65) Convergence of probability measures (60B10) Transition functions, generators and resolvents (60J35)


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The distribution of the maximal difference between a Brownian bridge and its concave majorant ⋮ Bridges of Lévy processes conditioned to stay positive ⋮ The greatest convex minorant of Brownian motion, meander, and bridge ⋮ The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest



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