Functionals of Brownian Meander and Brownian Excursion.

Abstract

Brownian meander and Brownian excursion processes arise as the limit process of a number of conditional functional central limit theorems. To reap the full benefit of such limit theorems one needs to know the distribution of functionals of the limit process. In this paper the distribution of the maxima, first entrance times, and expected occupation time densities are computed for the two limit processes. This is done by using the methods of weak convergence.

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1975
Accession Number
ADA012464

Entities

People

  • Donald Iglehart
  • Richard T. Durrett

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Underwater engineering and Marine Technology.