Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score (Q744244)
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| English | Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score |
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Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score (English)
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6 October 2014
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reflected Brownian motion
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Lindley process
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local score
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Donsker invariance theorem
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random walk
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weak convergence
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inverse of local time
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Brownian excursions
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0.794127345085144
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0.773594856262207
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0.7695830464363098
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0.7498217225074768
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