Asymptotic Distribution of Brownian Excursions into an Interval
Probability
2022-05-25 v1
Abstract
In this paper, following earlier results in [2] we derive the asymptotic distribution as , of the excursion of Brownian motion straddling , into an interval , conditional on the event that there is such an excursion.
Cite
@article{arxiv.2205.11877,
title = {Asymptotic Distribution of Brownian Excursions into an Interval},
author = {Rajeev Bhaskaran},
journal= {arXiv preprint arXiv:2205.11877},
year = {2022}
}