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Excursions in Brownian motion

Kai Lai Chung
- 01 Dec 1976 - 
- Vol. 14, Iss: 1, pp 155-177
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This article is published in Arkiv för Matematik.The article was published on 1976-12-01 and is currently open access. It has received 222 citations till now. The article focuses on the topics: Brownian motion.

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Pattern-avoiding permutations and Brownian excursion Part I: Shapes and fluctuations

TL;DR: In this article, the scaling limits of a random permutation avoiding a pattern of length 3 and their relation to Brownian excursion are investigated, and the connection between permutations that avoid given patterns and their relations to Brownians is explored.
Book ChapterDOI

The height and width of simple trees

TL;DR: The limit law of the couple height-width for simple trees can be seen as a consequence of deep results of Aldous, Drmota and Gittenberger, and Jeulin this article.
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The effect of boundaries on the spectrum of a one-dimensional random mass Dirac Hamiltonian

TL;DR: In this paper, the average density of states (DoS) of the one-dimensional Dirac Hamiltonian with a random mass on a finite interval [0, L] is derived, relying on the eigenvalue distributions (extreme value statistics problem) which are obtained explicitly.
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Excursion and meander in random walk

TL;DR: In this paper, Bernoulli bridge, excursion and meander are defined on the symmetric random walk similarly to Brownian bridge and excursion, and their limits are obtained using weak convergence.
References
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Book

Diffusion Processes and their Sample Paths

TL;DR: In this article, the authors consider the problem of approximating the Brownian motion by a random walk with respect to the de Moivre-laplace limit theorem and show that it is NP-hard.
Journal Article

Sur certains processus stochastiques homogènes

Paul Lévy
TL;DR: In this paper, the authors implique l'accord avec les conditions générales d'utilisation (http://www.compositio.org/legal.php).
Book

Brownian motion and diffusion

TL;DR: The book as discussed by the authors is part of a trilogy covering the field of Markov processes and provides a readable and constructive treatment of Brownian motion and diffusion, which dispenses with most of the customary transform apparatus.
Journal ArticleDOI

Functional Central Limit Theorems for Random Walks Conditioned to Stay Positive

TL;DR: In this article, it was shown that the conditional and unconditional weak limit for a sequence of independent, identically distributed random variables is the same as that of the standard Brownian motion.