Brownian penalisations related to excursion lengths. VII
type: Item
instance of: scholarly article
title: Brownian penalisations related to excursion lengths. VII
zbMATH Open document ID: 1181.60046
DOI: 10.1214/08-AIHP177
author: Pierre Vallois
author: Marc Yor
author: Bernard Roynette
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2009-08-24T00:00:00Z
full work available at URL: https://eudml.org/doc/78028
review text: Limiting laws, as \(t \to \infty\), for Brownian motion penalised by the longest length of excursions up to \(t\), or up to the last zero before \(t\), or again, up to the first zero after \(t\), are shown to exist, and are characterized. For part VI, cf. ESAIM, Probab. Stat. 13, 152--180 (2009; Zbl 1189.60069).
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 5598055
zbMATH Keywords: longest length of excursions
zbMATH Keywords: Brownian meander
zbMATH Keywords: penalisation
reviewed by: Pavel Gapeev
MaRDI profile type: Publication
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OpenAlex ID: W2065348685
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description: scientific article; zbMATH DE number 5598055