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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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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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