On the distribution of the integral of the absolute value of the Brownian motion
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Publication:1210490
DOI10.1214/aoap/1177005514zbMath0776.60051OpenAlexW2013325083MaRDI QIDQ1210490
Publication date: 8 August 1993
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005514
Related Items (12)
On the distribution of the square integral of the Brownian bridge ⋮ A generalised Airy distribution function for the accumulated area swept by \(N\) vicious Brownian paths ⋮ Properties of additive functionals of Brownian motion with resetting ⋮ On the distribution of Brownian areas ⋮ Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) ⋮ Path regularity of the Brownian motion and the Brownian sheet ⋮ Linear functional equations with a catalytic variable and area limit laws for lattice paths and polygons ⋮ Correlated continuous-time random walks—scaling limits and Langevin picture ⋮ Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments ⋮ Some notes about nonparametric tests for the equality of two populations ⋮ Gaussian random measures generated by Berry's nodal sets ⋮ Statistical fluctuations under resetting: rigorous results
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