The law of the maximum of a Bessel bridge

zbMath0943.60084MaRDI QIDQ1298340

Marc Yor, Jim W. Pitman

Publication date: 22 August 1999

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/120476

zbMATH Keywords

Riemann zeta functionBessel processBrownian excursionlocal timezeros of Bessel functionsBrownian brigdeBrownian scaling

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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