ScholarLens Back to search
1977•The Annals of ProbabilityOpen access

Functionals of Brownian Meander and Brownian Excursion

Richard Durrett, Donald L. Iglehart

Open full text 108 citations

Abstract

The primary concern of this paper is to calculate the distributions and/or means of the maxima, first entrance times, and occupation times of Brownian meander and Brownian excursion. The method employed is to develop conditioned families of random functions which have Brownian meander (or Brownian excursion) as their weak limit and then use the continuous mapping theorem.

Open-access reader

About this research paper

What this paper is about

The primary concern of this paper is to calculate the distributions and/or means of the maxima, first entrance times, and occupation times of Brownian meander and Brownian excursion. The method employed is to develop conditioned families of random functions which have Brownian meander (or Brownian excursion) as their weak limit and then use the continuous mapping theorem.

Why it matters

OpenAlex reports 108 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

The primary concern of this paper is to calculate the distributions and/or means of the maxima, first entrance times, and occupation times of Brownian meander and Brownian excursion. The method employed is to develop conditioned families of random functions which have Brownian meander (or Brownian excursion) as their weak limit and then use the continuous mapping theorem.

Key concepts: Meander (mathematics), Brownian excursion, Excursion, Brownian motion, Mathematics, Reflected Brownian motion, Brownian bridge, Geometric Brownian motion

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
Functionals of Brownian Meander and Brownian Excursion — Research Paper | ScholarLens