Excursion and meander in random walk

DOI10.2307/3315296zbMath0478.60076OpenAlexW2059571604MaRDI QIDQ3935977

Endre Csáki, Sri Gopal Mohanty

Publication date: 1981

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315296

zbMATH Keywords

weak convergenceBrownian excursionBrownian bridgeBrownian meanderBernoulli excursionBernoulli meander

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Related Items (8)

Some applications of the classical formula on ruin probabilities ⋮ Positive random walks and an identity for half-space SPDEs ⋮ Between Broadway and the Hudson: A Bijection of Corridor Paths ⋮ On some results for Bernoulli excursions ⋮ Notes on a certain local time and excursions of simple symmetric random walks ⋮ The depth first processes of Galton-Watson trees converge to the same Brownian excursion ⋮ Generalized gamma approximation with rates for urns, walks and trees ⋮ On the set visited once by a random walk

Cites Work

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• Functional central limit theorems for random walks conditioned to stay positive
• An invariance principle for random walk conditioned by a late return to zero
• On a functional central limit theorem for random walks conditioned to stay positive
• Excursions in Brownian motion
• Weak convergence to Brownian meander and Brownian excursion
• Functionals of Brownian meander and Brownian excursion
• A relation between Brownian bridge and Brownian excursion
• An elementary derivation of the distribution of the maxima of Brownian meander and Brownian excursion
• The distribution of the maximum Brownian excursion
• An invariance principle for conditioned recurrent random walk attracted to a stable law

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