Extreme lengths in Brownian and Bessel excursions (Q1380397)
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scientific article; zbMATH DE number 1123671
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| English | Extreme lengths in Brownian and Bessel excursions |
scientific article; zbMATH DE number 1123671 |
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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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0.8383644223213196
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0.8262935876846313
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0.7626325488090515
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