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arXiv:2205.11877 [math.PR]AbstractReferencesReviewsResources

Asymptotic Distribution of Brownian Excursions into an Interval

Rajeev Bhaskaran

Published 2022-05-24Version 1

In this paper, following earlier results in [2] we derive the asymptotic distribution as $t \to \infty$, of the excursion of Brownian motion straddling $t$, into an interval $(a,b)$, conditional on the event that there is such an excursion.

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