Moments of the location of the maximum of Brownian motion with parabolic drift

DOI10.1214/ECP.V18-2330zbMath1306.60114arXiv1209.3867MaRDI QIDQ742977

Svante Janson

Publication date: 22 September 2014

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

Full work available at URL: https://arxiv.org/abs/1209.3867

zbMATH Keywords

Brownian motionAiry functionparabolic driftChernoff's distribution

Mathematics Subject Classification ID

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

Related Items (5)

Probabilizing parking functions ⋮ The birth of the strong components ⋮ Chernoff's distribution and differential equations of parabolic and Airy type ⋮ Some developments in the theory of shape constrained inference ⋮ On the Location of the Maximum of a Continuous Stochastic Process

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