An elementary derivation of the distribution of the maxima of Brownian meander and Brownian excursion. (English) Zbl 0405.60030
MSC:
60F17 | Functional limit theorems; invariance principles |
60G50 | Sums of independent random variables; random walks |
60K99 | Special processes |
60F05 | Central limit and other weak theorems |
60J65 | Brownian motion |