How long does it take to see a flat Brownian path on the average?

DOI10.1016/0167-7152(93)90068-TzbMath0777.60078OpenAlexW2033398114MaRDI QIDQ1210124

Wenbo V. Li, Thomas M. Lewis

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90068-t

zbMATH Keywords

Brownian motionwaiting timestrong limit theoremsrange of Brownian motion

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Sample path properties (60G17)

Cites Work

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• A martingale approach to the study of occurrence of sequence patterns in repeated experiments
• String overlaps, pattern matching, and nontransitive games
• On the waiting time till each of some given patterns occurs as a run
• Exact asymptotic estimates of Brownian path variation
• The Occurrence of Sequence Patterns in Repeated Dependent Experiments
• The statistical analysis of direct repeats in nucleic acid sequences
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables

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