Extreme lengths in Brownian and Bessel excursions (Q1380397)
From MaRDI portal
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)
0 references
2 March 1999
0 references
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.
0 references
Bessel process
0 references
Brownian excursion length
0 references
