Shortest excursion lengths

Yueyun Hu; Zhan Shi

Annales de l'I.H.P. Probabilités et statistiques (1999)

  • Volume: 35, Issue: 1, page 103-120
  • ISSN: 0246-0203

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Hu, Yueyun, and Shi, Zhan. "Shortest excursion lengths." Annales de l'I.H.P. Probabilités et statistiques 35.1 (1999): 103-120. <http://eudml.org/doc/77621>.

@article{Hu1999,
author = {Hu, Yueyun, Shi, Zhan},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {excursion length; Brownian motion},
language = {eng},
number = {1},
pages = {103-120},
publisher = {Gauthier-Villars},
title = {Shortest excursion lengths},
url = {http://eudml.org/doc/77621},
volume = {35},
year = {1999},
}

TY - JOUR
AU - Hu, Yueyun
AU - Shi, Zhan
TI - Shortest excursion lengths
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1999
PB - Gauthier-Villars
VL - 35
IS - 1
SP - 103
EP - 120
LA - eng
KW - excursion length; Brownian motion
UR - http://eudml.org/doc/77621
ER -

References

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  14. [14] J.W. Pitman and M. Yor, On the relative lengths of excursions derived from a stable subordinator. Ibid, 1997, pp. 287-305. Zbl0884.60072MR1478738
  15. [15] P. Révész, Random Walk in Random and Non-Random Environments. World Scientific, Singapore, 1990. Zbl0733.60091
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  19. [19] A.N. Shiryaev, Probability. (Second Edition). Springer, New York. MR1368405

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