The Integral of the Supremum Process of Brownian Motion

DOI10.1239/jap/1245676109zbMath1171.60017arXiv0707.0989OpenAlexW2027719923MaRDI QIDQ5321772

Svante Janson, Niclas Petersson

Publication date: 15 July 2009

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

Full work available at URL: https://arxiv.org/abs/0707.0989

zbMATH Keywords

Brownian motionlocal timesupremum processBrownian areas

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (2)

Distribution of the integral of maximum processes and applications ⋮ The Maximum Displacement for Linear Probing Hashing

Cites Work

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• Precise logarithmic asymptotics for the right tails of some limit random variables for random trees
• Brownian excursion area, wright's constants in graph enumeration, and other Brownian areas
• Tail estimates for the Brownian excursion area and other Brownian areas
• Tauberian theorems of exponential type
• On the distribution of Brownian areas
• The center of mass of the ISE and the Wiener index of trees
• The Maximum Displacement for Linear Probing Hashing

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