Maxima in Brownian excursions
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- by Kai Lai Chung PDF
- Bull. Amer. Math. Soc. 81 (1975), 742-745
References
- Kai Lai Chung, Markov chains with stationary transition probabilities, 2nd ed., Die Grundlehren der mathematischen Wissenschaften, Band 104, Springer-Verlag New York, Inc., New York, 1967. MR 0217872, DOI 10.1007/978-3-642-62015-7
- Kai Lai Chung, On the boundary theory for Markov chains. II, Acta Math. 115 (1966), 111–163. MR 189117, DOI 10.1007/BF02392205
- Donald L. Iglehart, Functional central limit theorems for random walks conditioned to stay positive, Ann. Probability 2 (1974), 608–619. MR 362499, DOI 10.1214/aop/1176996607
- Kiyoshi Itô and Henry P. McKean Jr., Diffusion processes and their sample paths, Die Grundlehren der mathematischen Wissenschaften, Band 125, Academic Press, Inc., Publishers, New York; Springer-Verlag, Berlin-New York, 1965. MR 0199891
- Paul Lévy, Processus stochastiques et mouvement brownien, Gauthier-Villars & Cie, Paris, 1965 (French). Suivi d’une note de M. Loève; Deuxième édition revue et augmentée. MR 0190953
Additional Information
- Journal: Bull. Amer. Math. Soc. 81 (1975), 742-745
- MSC (1970): Primary 60J65, 60J10, 60E05
- DOI: https://doi.org/10.1090/S0002-9904-1975-13852-3
- MathSciNet review: 0373035