Brownian motion, bridge excursion, and meander characterized by sampling at independent uniform times

zbMath0935.60068MaRDI QIDQ1293641

Jim W. Pitman

Publication date: 8 July 1999

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

Full work available at URL: https://eudml.org/doc/120221

zbMATH Keywords

generalized Stirling numbersrandom walkBessel polynomialsrandom partitionsHermite functionuniform order statisticsMcDonald functionalternating exponentialcritical binary random treeproducts of gamma variablesVervaat's transformation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

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