Excursion and meander in random walk

DOI10.2307/3315296MaRDI QIDQ3935977zbMATH OpenOpenAlexFDO

Authors Endre Csáki, S. G. Mohanty

Publication date 1981

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315296

zbMATH Keywords

Bernoulli excursionBernoulli meanderBrownian bridgeBrownian excursionBrownian meanderweak convergence

Mathematics Subject Classification ID

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

Cites work

• A relation between Brownian bridge and Brownian excursion
• An elementary derivation of the distribution of the maxima of Brownian meander and Brownian excursion
• An invariance principle for conditioned recurrent random walk attracted to a stable law
• An invariance principle for random walk conditioned by a late return to zero
• Excursions in Brownian motion
• Functional central limit theorems for random walks conditioned to stay positive
• Functionals of Brownian meander and Brownian excursion
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3068085 (Why is no real title available?)
• On a functional central limit theorem for random walks conditioned to stay positive
• The distribution of the maximum Brownian excursion
• Weak convergence to Brownian meander and Brownian excursion

Cited in

(10)

• Some applications of the classical formula on ruin probabilities
• The depth first processes of Galton-Watson trees converge to the same Brownian excursion
• On the set visited once by a random walk
• On some results for Bernoulli excursions
• Positive random walks and an identity for half-space SPDEs
• Between Broadway and the Hudson: A Bijection of Corridor Paths
• Notes on a certain local time and excursions of simple symmetric random walks
• Some martingale properties of the simple random walk and its maximum process
• On excursions associated with a certain local time of simple symmetric random walks, with applications
• Generalized gamma approximation with rates for urns, walks and trees

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