An elementary derivation of the distribution of the maxima of Brownian meander and Brownian excursion
From MaRDI portal
Publication:1257287
DOI10.1216/RMJ-1978-8-4-641zbMath0405.60030MaRDI QIDQ1257287
Publication date: 1978
Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)
Random WalkWeak ConvergenceBrownian MeanderConditional Functional Central Limit TheoremsConditioned Limit TheoremFunctional Central Limit Theorem
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Special processes (60K99) Functional limit theorems; invariance principles (60F17)
Related Items (7)
Probabilizing parking functions ⋮ Some applications of the classical formula on ruin probabilities ⋮ On the sojourn time of a generalized Brownian meander ⋮ On some results for Bernoulli excursions ⋮ Some results on the Brownian meander with drift ⋮ Excursion and meander in random walk ⋮ All exponential moments of the Dyck paths' maxima (scaled by root of path length) are uniformly bounded: an elementary proof
This page was built for publication: An elementary derivation of the distribution of the maxima of Brownian meander and Brownian excursion
