Title of article
Asymptotic Properties of Ranked Heights in Brownian Excursions
Author/Authors
Endre Csaki، نويسنده , , Yueyun Hu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
-76
From page
77
To page
0
Abstract
Pitman and Yor(20, 21) recently studied the distributions related to the ranked excursion heights of a Brownian bridge. In this paper, we study the asymptotic properties of the ranked heights of Brownian excursions. The heights of both high and low excursions are characterized by several integral tests and laws of the iterated logarithm. Our analysis relies on the distributions of the ranked excursion heights considered up to some random times.
Keywords
ranked heights , integral test , law of the iterated logarithm , Brownian and Bessel excursions
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Serial Year
2001
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Record number
108290
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