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Kaigh, W. D.

An elementary derivation of the distribution of the maxima of Brownian meander and Brownian excursion. (English) Zbl 0405.60030

Rocky Mt. J. Math. 8, 641-645 (1978).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
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Cited in 7 Documents

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

Keywords:

Conditioned Limit Theorem; Functional Central Limit Theorem; Random Walk; Weak Convergence; Brownian Meander; Conditional Functional Central Limit Theorems
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