Asymptotic properties of ranked heights in Brownian excursions

DOI10.1023/A:1007868914766zbMath0986.60078OpenAlexW1601474603MaRDI QIDQ5937297

Endre Csáki, Yue Yun Hu

Publication date: 12 July 2001

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007868914766

zbMATH Keywords

asymptotic propertiesranked Bessel process excursionsreflected standard Brownian motion

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65)

Related Items (2)

On the distribution of ranked heights of excursions of a Brownian bridge. ⋮ Some limit theorems for heights of random walks on a spider

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