Abstract
Motivated by evaluating the limiting distribution of randomly biased random walks on trees, we compute the exact value of a negative moment of the maximal drawdown of the standard Brownian meander.
Citation
Yueyun Hu. Zhan Shi. Marc Yor. "The maximal drawdown of the Brownian meander." Electron. Commun. Probab. 20 1 - 6, 2015. https://doi.org/10.1214/ECP.v20-3945
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