Tail estimates for the Brownian excursion area and other Brownian areas.

Janson, Svante, and Louchard, Guy. "Tail estimates for the Brownian excursion area and other Brownian areas.." Electronic Journal of Probability [electronic only] 12 (2007): 1600-1632. <http://eudml.org/doc/230753>.

@article{Janson2007,
author = {Janson, Svante, Louchard, Guy},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Brownian areas; asymptotics for density functions right tail; double Laplace transform; two-dimensional saddle point method},
language = {eng},
pages = {1600-1632},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Tail estimates for the Brownian excursion area and other Brownian areas.},
url = {http://eudml.org/doc/230753},
volume = {12},
year = {2007},
}

TY - JOUR
AU - Janson, Svante
AU - Louchard, Guy
TI - Tail estimates for the Brownian excursion area and other Brownian areas.
JO - Electronic Journal of Probability [electronic only]
PY - 2007
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 12
SP - 1600
EP - 1632
LA - eng
KW - Brownian areas; asymptotics for density functions right tail; double Laplace transform; two-dimensional saddle point method
UR - http://eudml.org/doc/230753
ER -