Distributions of the Longest Excursions in a Tied Down Simple Random Walk and in a Brownian Bridge

DOI10.1239/jap/1197908824zbMath1156.60065OpenAlexW2048317780MaRDI QIDQ5448753

Andreas Lindell, Lars Holst

Publication date: 7 March 2008

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

Full work available at URL: https://projecteuclid.org/euclid.jap/1197908824

zbMATH Keywords

weak convergencegenerating functionBrownian bridgeKummer functionranked excursion lengthtied down random walk

Mathematics Subject Classification ID

Brownian motion (60J65) Combinatorial probability (60C05)

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