Brownian motion, bridge excursion, and meander characterized by sampling at independent uniform times

MaRDI QIDQ1293641zbMATH OpenFDO

Authors Jim Pitman

Publication date 8 July 1999

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/120221, http://www.emis.de/journals/EJP-ECP/EjpVol4/paper11.abs.html

zbMATH Keywords

random walkHermite functionrandom partitionsgeneralized Stirling numbersBessel polynomialsuniform order statisticsMcDonald functionalternating exponentialcritical binary random treeproducts of gamma variablesVervaat's transformation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

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