Weak convergence to Brownian meander and Brownian excursion
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Publication:1237461
DOI10.1214/AOP/1176995895zbMATH Open0356.60034OpenAlexW1976991876MaRDI QIDQ1237461FDOQ1237461
Rick Durrett, Douglas R. Miller, Donald L. Iglehart
Publication date: 1977
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995895
Cited In (56)
- Scaling limit of the local time of random walks conditioned to stay positive
- Local invariance principle for a random walk with zero drift
- Construction and sample path properties of Brownian house-moving between two curves
- Scaling limit of a one-dimensional polymer in a repulsive i.i.d. environment
- Two population models with constrained migrations
- Critical branching processes in a sparse random environment
- On the convex hull of a Brownian excursion with parabolic drift.
- On the microscopic validity of the Wulff construction and of the generalized Young equation
- Linear functional equations with a catalytic variable and area limit laws for lattice paths and polygons
- Dini derivatives and regularity for exchangeable increment processes
- A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge
- The scaling limits of the non critical strip wetting model
- Penalizing fractional Brownian motion for being negative
- The distance profile of rooted and unrooted simply generated trees
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
- Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent
- First-passage times for random walks with nonidentically distributed increments
- Mean valued of a function of a random walk up to the time of the first passage to the semiaxis
- Localization length of the \(1+1\) continuum directed random polymer
- A level-1 limit order book with time dependent arrival rates
- Integration by parts formulae for Wiener measures on a path space between two curves
- Some results on the Brownian meander with drift
- Positive random walks and an identity for half-space SPDEs
- On weighted heights of random trees
- Hack's law in a drainage network model: a Brownian web approach
- Dual representations of Laplace transforms of Brownian excursion and generalized meanders
- On a Brownian motion conditioned to stay in an open set
- Local equilibrium of particle density in planar Lorentz processes
- The value of the high, low and close in the estimation of Brownian motion
- On boundary crossing probabilities for diffusion processes
- The argmin process of random walks, Brownian motion and Lévy processes
- Shifting Processes with Cyclically Exchangeable Increments at Random
- Some limit theorems for a particle system of single point catalytic branching random walks
- On the Excursion Process of Brownian Motion
- On explicit occupation time distributions for Brownian processes
- Surface transition in the collapsed phase of a self-interacting walk adsorbed along a hard wall
- On exact simulation algorithms for some distributions related to Jacobi theta functions
- The depth first processes of Galton-Watson trees converge to the same Brownian excursion
- Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas
- Scaling Limit of the Path Leading to the Leftmost Particle in a Branching Random Walk
- First-passage time asymptotics over moving boundaries for random walk bridges
- A random walk on \(\mathbb Z\) with drift driven by its occupation time at zero
- A central limit theorem for two-dimensional random walks in a cone
- \(Q\)-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries
- Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory
- Integration by parts on the Brownian Meander
- Bridges of Lévy processes conditioned to stay positive
- Nonequilibrium density profiles in Lorentz tubes with thermostated boundaries
- Local asymptotics for the area of random walk excursions
- Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries
- Fluctuations of random Motzkin paths
- Phase transition for absorbed Brownian motion with drift
- Martin boundary of random walks in convex cones
- Conditioned limit theorems for random walks with negative drift
- Patterns in Random Permutations Avoiding the Pattern 132
- Excursion and meander in random walk
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