WEAK CONVERGENCE TO BROWNIAN MEANDER AND BROWNIAN EXCURSION

被引：105

作者：

DURRETT, RT

IGLEHART, DL

MILLER, DR

机构：

[1] STANFORD UNIV,DEPT OPERAT RES,STANFORD,CA 94305

[2] UNIV MISSOURI,DEPT STAT,COLUMBIA,MO 65201

来源：

ANNALS OF PROBABILITY | 1977年 / 5卷 / 01期

关键词：

D O I：

10.1214/aop/1176995895

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：117 / 129

页数：13

共 13 条

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[2]

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[3] MAXIMA IN BROWNIAN EXCURSIONS [J].

CHUNG, KL .

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[4]

CHUNG KL, TO BE PUBLISHED

[5] FUNCTIONALS OF BROWNIAN MEANDER AND BROWNIAN EXCURSION [J].

DURRETT, RT ;

IGLEHART, DL .

ANNALS OF PROBABILITY, 1977, 5 (01) :130-135

[6]

DURRETT RT, 1975, 37 STANF U DEPT OP R

[7]

Iglehart D. L., 1974, STOCHASTIC PROCESSES, V1, P167

[8] FUNCTIONAL CENTRAL LIMIT THEOREMS FOR RANDOM-WALKS CONDITIONED TO STAY POSITIVE [J].

IGLEHART, DL .

ANNALS OF PROBABILITY, 1974, 2 (04) :608-619

[9]

Ito K., 1965, DIFFUSION PROCESSES

[10] CONDITIONAL LOCAL LIMIT THEOREM AND ITS APPLICATION TO RANDOM-WALK [J].

KAIGH, WD .

BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1974, 80 (04) :769-770

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