Shortest excursion lengths

DOI10.1016/S0246-0203(99)80007-7MaRDI QIDQ1282375zbMATH OpenFDO

Authors Yueyun Hu, Zhan Shi

Publication date 29 September 1999

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1999__35_1_103_0, https://eudml.org/doc/77621

zbMATH Keywords

Brownian motionexcursion length

Mathematics Subject Classification ID

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

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(9)

• Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\)
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• The rank of the present excursion
• The Longest Shortest Piercing
• Minima of Independent Bessel Processes and of Distances Between Brownian Particles
• Short distances on the line
• Applications of the continuous-time ballot theorem to Brownian motion and related processes.

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