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February, 1977 Weak Convergence to Brownian Meander and Brownian Excursion
Richard T. Durrett, Donald L. Iglehart, Douglas R. Miller
Ann. Probab. 5(1): 117-129 (February, 1977). DOI: 10.1214/aop/1176995895

Abstract

We show that (i) Brownian motion conditioned to be positive is Brownian meander; (ii) tied-down Brownian meander is Brownian excursion; and (iii) Brownian bridge conditioned to be positive is Brownian excursion. Using these results we derive the distribution of the suprema of the meander and excursion.

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Richard T. Durrett. Donald L. Iglehart. Douglas R. Miller. "Weak Convergence to Brownian Meander and Brownian Excursion." Ann. Probab. 5 (1) 117 - 129, February, 1977. https://doi.org/10.1214/aop/1176995895

Information

Published: February, 1977
First available in Project Euclid: 19 April 2007

zbMATH: 0356.60034
MathSciNet: MR436353
Digital Object Identifier: 10.1214/aop/1176995895

Subjects:
Primary: 60J65
Secondary: 60B10

Rights: Copyright © 1977 Institute of Mathematical Statistics

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Vol.5 • No. 1 • February, 1977
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