Extreme lengths in Brownian and Bessel excursions (Q1380397): Difference between revisions
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Latest revision as of 01:28, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme lengths in Brownian and Bessel excursions |
scientific article |
Statements
Extreme lengths in Brownian and Bessel excursions (English)
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2 March 1999
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For a Bessel process of dimension \(d\in(0,2)\) the upper and lower function integral criteria are presented for the sum of the \(k\) longest excursion lengths and for any \(k\)th excursion \((k\geq 2)\) as well.
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Bessel process
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Brownian excursion length
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