Shortest excursion lengths
نویسندگان
چکیده
منابع مشابه
Brownian penalisations related to excursion lengths, VII
Limiting laws, as t →∞, for Brownian motion penalised by the longest length of excursions up to t , or up to the last zero before t , or again, up to the first zero after t , are shown to exist, and are characterized. Résumé. Il est prouvé que les lois limites, lorsque t → ∞, du mouvement brownien pénalisé par la plus grande longueur des excursions jusqu’en t , ou bien jusqu’au dernier zéro ava...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincare (B) Probability and Statistics
سال: 1999
ISSN: 0246-0203
DOI: 10.1016/s0246-0203(99)80007-7