Maxima in Brownian excursions

DOI10.1090/S0002-9904-1975-13852-3zbMATH Open0325.60077OpenAlexW2064736933MaRDI QIDQ4089619FDOQ4089619

Authors: Kai Lai Chung 

Publication date: 1975

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9904-1975-13852-3

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Brownian motion (60J65)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Functional central limit theorems for random walks conditioned to stay positive
• On the boundary theory for Markov chains. II

Cited In (7)

• All exponential moments of the Dyck paths' maxima (scaled by root of path length) are uniformly bounded: an elementary proof
• Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path
• Intermediate-level crossings of a first-passage path
• Exact distribution of the maximal height of \(p\) vicious walkers
• On exact simulation algorithms for some distributions related to Jacobi theta functions
• Excursions in Brownian motion
• Sub-Gaussian tail bounds for the width and height of conditioned Galton-Watson trees

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