All exponential moments of the Dyck paths' maxima (scaled by root of path length) are uniformly bounded: an elementary proof

DOI10.1216/RMJ-2015-45-6-1861zbMath1335.60009OpenAlexW2298455861MaRDI QIDQ261656

Felix Grimme

Publication date: 24 March 2016

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rmjm/1457960338

zbMATH Keywords

Dyck pathsexponential moments

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05)

Cites Work

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• Uniform bounds for exponential moment of maximum of a Dyck path
• An elementary derivation of the distribution of the maxima of Brownian meander and Brownian excursion
• Maxima in Brownian excursions

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