Brownian penalisations related to excursion lengths. VII (Q838322)
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scientific article; zbMATH DE number 5598055
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| English | Brownian penalisations related to excursion lengths. VII |
scientific article; zbMATH DE number 5598055 |
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Brownian penalisations related to excursion lengths. VII (English)
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24 August 2009
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Limiting laws, as \(t \to \infty\), for Brownian motion penalised by the longest length of excursions up to \(t\), or up to the last zero before \(t\), or again, up to the first zero after \(t\), are shown to exist, and are characterized. For part VI, cf. ESAIM, Probab. Stat. 13, 152--180 (2009; Zbl 1189.60069).
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longest length of excursions
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Brownian meander
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penalisation
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0.87276495
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0.8684075
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0.85760087
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0.85697186
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