Functionals of Brownian meander and Brownian excursion

DOI10.1214/aop/1176995896zbMath0356.60035OpenAlexW1973678642MaRDI QIDQ1237462

Richard T. Durrett, Donald L. Iglehart

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1214/aop/1176995896

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Convergence of probability measures (60B10)

Related Items (35)

A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0 ⋮ On the Excursion Process of Brownian Motion ⋮ The distribution of height and diameter in random non-plane binary trees ⋮ Positive random walks and an identity for half-space SPDEs ⋮ Hack's law in a drainage network model: a Brownian web approach ⋮ On the distribution of Brownian areas ⋮ On weighted heights of random trees ⋮ Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals ⋮ On the non-recurrent random walk in a random environment ⋮ Some width function asymptotics for weighted trees ⋮ Asymptotic properties of random unlabelled block-weighted graphs ⋮ Some results on the Brownian meander with drift ⋮ Exact solution of the quantum integrable model associated with the Motzkin spin chain ⋮ The shape of random pattern-avoiding permutations ⋮ Captive jump processes for bounded random systems with discontinuous dynamics ⋮ Boundary traces of shift-invariant diffusions in half-plane ⋮ On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes ⋮ \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders ⋮ A stochastically quasi-optimal search algorithm for the maximum of the simple random walk ⋮ Volume growth and heat kernel estimates for the continuum random tree ⋮ Captive diffusions and their applications to order-preserving dynamics ⋮ Downcrossings and local time ⋮ A functional limit theorem for decomposable branching processes with two particle types ⋮ The CRT is the scaling limit of unordered binary trees ⋮ Generalized gamma approximation with rates for urns, walks and trees ⋮ On the excursion theory for linear diffusions ⋮ The value of the high, low and close in the estimation of Brownian motion ⋮ Random self-similar trees: a mathematical theory of Horton laws ⋮ Graph limits of random unlabelled k-trees ⋮ Excursion and meander in random walk ⋮ Piecewise-tunneled captive processes and corridored random particle systems ⋮ How many probes are needed to compute the maximum of a random walk? ⋮ Local time of a random walk up to the first passage to the semiaxis ⋮ Conditional limit theorems for asymptotically stable random walks ⋮ On a family of coupled diffusions that can never change their initial order

This page was built for publication: Functionals of Brownian meander and Brownian excursion