The distribution of the maximum Brownian excursion
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Cited in
(49)- New large deviation results for some super-Brownian processes
- Estimation of Hurst exponent revisited
- On exact simulation algorithms for some distributions related to Jacobi theta functions
- A critical look at Lo's modified \(R/S\) statistic.
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- The depth first processes of Galton-Watson trees converge to the same Brownian excursion
- The height and range of watermelons without wall
- Range vs. maximum in the OLS-based version of the CUSUM test
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- Local extremes, runs, strings and multiresolution. (With discussion)
- Long memory processes and fractional integration in econometrics
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
- Sub-Gaussian tail bounds for the width and height of conditioned Galton-Watson trees
- On excursions inside an excursion
- Time and place of the maximum for one-dimensional diffusion bridges and meanders
- Precise asymptotics in the law of the iterated logarithm for statistic
- An analysis of budgeted parallel search on conditional Galton-Watson trees
- The continuum limit of critical random graphs
- Random real trees
- Precise asymptotics in the law of the logarithm for the rescaled range statistic
- Loss of mass in deterministic and random fragmentations.
- On weighted heights of random trees
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
- On the asymptotics of a Wiener integral
- Thick Pen Transformation for Time Series
- The distribution of height and diameter in random non-plane binary trees
- On the Excursion Process of Brownian Motion
- Excursion and meander in random walk
- Two population models with constrained migrations
- A result on the almost sure convergence for the R/S statistic
- Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path
- Ladder variables, internal structure of Galton–Watson trees and finite branching random walks
- The shape of stretched planar trees
- Cutting down trees with a Markov chainsaw
- Efficient computation of the cdf of the maximal difference between a Brownian bridge and its concave majorant
- Growing random graphs with a preferential attachment structure
- Shifting processes with cyclically exchangeable increments at random
- Testing proportionality between the first-order intensity functions of spatial point processes
- A simple nonparametric test for structural change in joint tail probabilities
- The distance profile of rooted and unrooted simply generated trees
- An extension of Vervaat's transformation and its consequences
- The scaling limit of a critical random directed graph
- Maximum agreement subtrees and Hölder homeomorphisms between Brownian trees
- Tail asymptotics for extinction times of self-similar fragmentations
- The distribution of the maximal difference between a Brownian bridge and its concave majorant
- Precise logarithmic asymptotics for the right tails of some limit random variables for random trees
- The scaling limit of the root component in the wired minimal spanning forest of the Poisson weighted infinite tree
- The heat kernel formula in a geodesic chart and some applications to the eigenvalue problem of the 3-sphere
- Behavior near the extinction time in self-similar fragmentations. I: The stable case
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