Extreme lengths in Brownian and Bessel excursions

DOI10.2307/3318455MaRDI QIDQ1380397zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Bessel processBrownian excursion length

Mathematics Subject Classification ID

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

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Cited in

(6)

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

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