Ranked functionals of Brownian excursions

DOI10.1016/S0764-4442(97)82719-XzbMath0924.60073OpenAlexW2060898041MaRDI QIDQ4229976

Marc Yor, Jim W. Pitman

Publication date: 26 April 1999

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(97)82719-x

zbMATH Keywords

Brownian motionBrownian excursionBrownian bridgelocal timeBrownian meander

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17)

Related Items

On the distribution of ranked heights of excursions of a Brownian bridge., Random Brownian scaling identities and splicing of Bessel processes