Extreme lengths in Brownian and Bessel excursions

DOI10.2307/3318455zbMATH Open0907.60036OpenAlexW2148833600MaRDI QIDQ1380397FDOQ1380397

Authors: Zhan Shi, Yueyun Hu 

Publication date: 2 March 1999

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1175882214

Recommendations

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• scientific article; zbMATH DE number 3947360
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zbMATH Keywords

Bessel processBrownian excursion length

Mathematics Subject Classification ID

Brownian motion (60J65) Strong limit theorems (60F15)

Cited In (6)

• On the first positive and negative excursion exceeding a given length
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
• Brownian penalisations related to excursion lengths. VII
• Almost sure convergence for stochastically biased random walks on trees
• The distribution of the area under a Bessel excursion and its moments
• Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\)

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