On the integral of the absolute value of the pinned Wiener process
From MaRDI portal
Publication:1162065
DOI10.1214/aop/1176993926zbMath0479.60079OpenAlexW2050375762MaRDI QIDQ1162065
Publication date: 1982
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993926
Probability distributions: general theory (60E05) Brownian motion (60J65) Stochastic processes (60G99)
Related Items
On the distribution of the square integral of the Brownian bridge, Brownian motion and algorithm complexity, A distribution free test for the two sample problem for general alternatives, On the distribution of Brownian areas, Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\), On the area in the red of Lévy risk processes and related quantities, Exit probability levels of diffusion processes, On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes, Estimation of parameters in the discrete distributions of order k, Asymptotic properties of some goodness-of-fit tests based on the \(L_ 1\)-norm, Nonuniform estimates in the central limit theorem in Banach spaces, Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments, Tables of distributions of functionals of Brownian motion, Asymptotics of the distribution of the integral of the positive part of the Brownian bridge for large arguments, Some notes about nonparametric tests for the equality of two populations, Area Limit Laws for Symmetry Classes of Staircase Polygons, Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions, Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence, Joint estimation of the mean and the covariance of a banach valued gaussian vector, The Brownian excursion area: A numerical analysis