arXiv:2205.11877 [math.PR]AbstractReferencesReviewsResources
Asymptotic Distribution of Brownian Excursions into an Interval
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.
Categories: math.PR
Related articles: Most relevant | Search more
arXiv:1802.02491 [math.PR] (Published 2018-02-07)
The law of a point process of Brownian excursions in a domain is determined by the law of its trace
arXiv:1208.0156 [math.PR] (Published 2012-08-01)
On the occupation times of Brownian excursions and Brownian loops
The asymptotic distribution of the length of Beta-coalescent trees