scientific article; zbMATH DE number 1959489
Let \(M_1(t)\geq M_2(t)\geq\cdots\) be the ranked heights of the excursions of reflected standard Brownian motion \(|B|\) up to time \(t\) (including the meander height). These were first studied by \textit{J. Pitman} and \textit{M. Yor} [C. R. Acad. Sci., Paris, Sér. I, Math. 326, 93-97 (1998; Zbl 0924.60073) and Ann. Probab. 29, 361-384 (2001; Zbl 1033.60050)]. This paper considers the joint asymptotic behaviours of \(\{M_n(t), n\geq 1\}\) as \(t\to\infty\). Let \(f(t)> 0 \) be a nondecreasing function. For fixed \(0\leq r\leq 1\), an integral test is given for \((M_1(t)> \sqrt tf(t)\) and \(M_2(t)> r\sqrt tf(t))\) to occur infinitely often. The lower functions are considerably different: for fixed \(1\leq \sigma\leq \infty\), integral tests are given for \((M_1(t)<\sigma t/ f(t)\) and \(M_2(t)< \sqrt t/ f(t))\) to occur infinitely often. For \(\sigma=1\), it is Chung's test. The set of limit points of \((2t\log\log t)^{-1/2}(M_1(t),M_2(t))\) is identified. For the entire collection see [Zbl 1009.00022].
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