Asymptotics of the distribution of the integral of the positive part of the Brownian bridge for large arguments

DOI10.1016/j.jmaa.2004.09.067zbMath1065.60115arXiv0904.1870OpenAlexW1978846945MaRDI QIDQ1772386

Leonid Tolmatz

Publication date: 18 April 2005

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.1870

zbMATH Keywords

momentsLaplace transformBrownian bridgeAiry functions

Mathematics Subject Classification ID

Brownian motion (60J65) Laplace transform (44A10) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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Cites Work

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• On the integral of the absolute value of the pinned Wiener process
• Random walk processes and their applications in order statistics
• On the distribution of Brownian areas
• On the distribution of the square integral of the Brownian bridge
• Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments
• On Distributions of Certain Wiener Functionals
• On a Class of Markov Processes

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