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Functionals of Brownian Meander and Brownian Excursion
Richard T. Durrett and Donald L. Iglehart
The Annals of Probability
Vol. 5, No. 1 (Feb., 1977), pp. 130-135
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2242808
Page Count: 6
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The primary concern of this paper is to calculate the distributions and/or means of the maxima, first entrance times, and occupation times of Brownian meander and Brownian excursion. The method employed is to develop conditioned families of random functions which have Brownian meander (or Brownian excursion) as their weak limit and then use the continuous mapping theorem.
The Annals of Probability © 1977 Institute of Mathematical Statistics