Distributions of the Longest Excursions in a Tied Down Simple Random Walk and in a Brownian Bridge

DOI10.1239/JAP/1197908824MaRDI QIDQ5448753zbMATH OpenOpenAlexFDO

Authors Andreas Lindell, Lars Holst

Publication date 7 March 2008

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.jap/1197908824

zbMATH Keywords

Brownian bridgegenerating functionKummer functionranked excursion lengthtied down random walkweak convergence

Mathematics Subject Classification ID

Combinatorial probability (60C05) Brownian motion (60J65)

Recommendations

• scientific article; zbMATH DE number 2046055
• Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes
• On excursions inside an excursion
• scientific article; zbMATH DE number 4009480
• On the distribution of ranked heights of excursions of a Brownian bridge.

Cited in

(12)

• Random walk processes and their applications in order statistics
• On the distribution of ranked heights of excursions of a Brownian bridge.
• Bridges with random length: gamma case
• On the length of the longest excursion
• Duration distribution of a conjunction
• scientific article; zbMATH DE number 4009480 (Why is no real title available?)
• Some joint distributions in Bernoulli excursions
• Longest interval between zeros of the tied-down random walk, the Brownian bridge and related renewal processes
• On the remarkable distributions of maxima of some fragments of the standard reflecting random walk and Brownian motion
• Energy-constrained random walk with boundary replenishment
• An excursion approach to maxima of the Brownian bridge
• Run length statistics and the Hurst exponent in random and birth-death random walks.

This page was built for publication: Distributions of the Longest Excursions in a Tied Down Simple Random Walk and in a Brownian Bridge

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5448753)