An excursion approach to maxima of the Brownian bridge

DOI10.1016/j.spa.2014.04.008zbMath1306.60115arXiv0904.3473OpenAlexW2140717023WikidataQ40712111 ScholiaQ40712111MaRDI QIDQ740197

Mihael Perman, Jon A. Wellner

Publication date: 2 September 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.3473

zbMATH Keywords

excursionsrescalingBrownian bridgeextremaKolmogorov-Smirnov statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Brownian motion (60J65) Local time and additive functionals (60J55) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

On excursions inside an excursion ⋮ On the Brownian separable permuton

Cites Work

• On maximum increase and decrease of Brownian motion
• A relation between Brownian bridge and Brownian excursion
• Random Brownian scaling identities and splicing of Bessel processes
• On the distribution of Brownian areas
• The Versatility of Function-Indexed Weighted Log-Rank Statistics
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables
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