On the maximum of a Wiener process and its location

DOI10.1007/BF00960069zbMath0611.60077OpenAlexW1978995064MaRDI QIDQ1087247

Pál Révész, Antónia Földes, Endre Csáki

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00960069

zbMATH Keywords

length of the longest flat intervallocation of the maximum

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (4)

On the large values of the Wiener process ⋮ Locating the maximum of an empirical process ⋮ A joint integral test for the locations of extrema for Brownian motion ⋮ Favourite sites of transient Brownian motion

Cites Work

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• On the length of the longest excursion
• Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
• On the Application of the Borel-Cantelli Lemma

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