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Bulletin of the American Mathematical Society
Bulletin of the American Mathematical Society
ISSN 1936-881X(e) ISSN 0002-9904(p)
     

Maxima in Brownian excursions

Author(s): Kai Lai Chung
Journal: Bull. Amer. Math. Soc. 81 (1975), 742-745.
MSC (1970): Primary 60J65, 60J10, 60E05
MathSciNet review: 0373035
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References | Similar articles | Additional information

References:

1.
Kai Lai Chung, Markov chains with stationary transition probabilities, 2nd Ed., Die Grundlehren der math. Wissenschaften, Band 104, Springer-Verlag, New York, 1967. MR 36 #961. MR 217872
2.
Kai Lai Chung, On the boundary theory for Markov chains. II, Acta Math. US (1966), 111-163. MR 32 #6544. MR 189117
3.
D. Iglehart, Functional central limit theorems for random walks conditioned to stay positive, Ann. Probability 2 (1974), 608-619. MR 362499
4.
K. Itô and H. P. McKean, Jr., Diffusion processes and their sample paths, Die Grundlehren der math. Wissenschaften, Band 125, Springer-Verlag, Berlin; Academic Press, New York, 1965. MR 33 #8031. MR 199891
5.
P. Lévy, Processus stochastiques et mouvement brownien, 2nd Ed., Gauthier Villars, Paris, 1965. MR 32 #8363. MR 190953

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Additional Information:

DOI: 10.1090/S0002-9904-1975-13852-3
PII: S 0002-9904(1975)13852-3


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