Functionals of Brownian meander and Brownian excursion
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Publication:1237462
DOI10.1214/AOP/1176995896zbMATH Open0356.60035OpenAlexW1973678642MaRDI QIDQ1237462FDOQ1237462
Rick Durrett, 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/1176995896
Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Brownian motion (60J65)
Cited In (37)
- The shape of random pattern-avoiding permutations
- Asymptotic properties of random unlabelled block-weighted graphs
- Downcrossings and local time
- Captive jump processes for bounded random systems with discontinuous dynamics
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
- On a family of coupled diffusions that can never change their initial order
- The CRT is the scaling limit of unordered binary trees
- Some results on the Brownian meander with drift
- A functional limit theorem for decomposable branching processes with two particle types
- Graph limits of random unlabelled k-trees
- Positive random walks and an identity for half-space SPDEs
- Boundary traces of shift-invariant diffusions in half-plane
- On weighted heights of random trees
- On the excursion theory for linear diffusions
- Hack's law in a drainage network model: a Brownian web approach
- Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals
- Random self-similar trees: a mathematical theory of Horton laws
- The value of the high, low and close in the estimation of Brownian motion
- On the Excursion Process of Brownian Motion
- Captive diffusions and their applications to order-preserving dynamics
- Some width function asymptotics for weighted trees
- On the distribution of Brownian areas
- A fast and robust way to estimate overlap of niches, and draw inference
- Generalized gamma approximation with rates for urns, walks and trees
- \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders
- Exact solution of the quantum integrable model associated with the Motzkin spin chain
- A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- How many probes are needed to compute the maximum of a random walk?
- Volume growth and heat kernel estimates for the continuum random tree
- Conditional limit theorems for asymptotically stable random walks
- From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers
- Local time of a random walk up to the first passage to the semiaxis
- On the non-recurrent random walk in a random environment
- The distribution of height and diameter in random non-plane binary trees
- Piecewise-tunneled captive processes and corridored random particle systems
- Excursion and meander in random walk
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