Ranked functionals of Brownian excursions

DOI10.1016/S0764-4442(97)82719-XzbMATH Open0924.60073OpenAlexW2060898041MaRDI QIDQ4229976FDOQ4229976

Authors: Marc Yor, Jim 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

Recommendations

• Asymptotic properties of ranked heights in Brownian excursions
• scientific article; zbMATH DE number 2046055
• On excursions inside an excursion
• On the distribution of ranked heights of excursions of a Brownian bridge.
• scientific article; zbMATH DE number 1959489

zbMATH Keywords

Brownian motionlocal timeBrownian bridgeBrownian excursionBrownian meander

Mathematics Subject Classification ID

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

Cited In (7)

• Invariance principles for ranked excursion lengths and heights
• On excursions inside an excursion
• Random Brownian scaling identities and splicing of Bessel processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic properties of ranked heights in Brownian excursions
• On the distribution of ranked heights of excursions of a Brownian bridge.

This page was built for publication: Ranked functionals of Brownian excursions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4229976)