Citation
E. Csaki et Yy. Hu, Asymptotic properties of ranked heights in Brownian excursions, J THEOR PR, 14(1), 2001, pp. 77-96
Citations number
27
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840
→ ACNP
Volume
14
Issue
1
Year of publication
2001
Pages
77 - 96
Database
ISI
SICI code
0894-9840(200101)14:1<77:APORHI>2.0.ZU;2-7
Abstract
Pitman and Yor((20, 21)) recently studied the distributions related to the
ranked excursion heights of a Brownian bridge. In this paper, we study the
asymptotic properties of the ranked heights of Brownian excursions. The hei
ghts of both high and low excursions are characterized by several integral
tests and laws of the iterated logarithm. Our analysis relies on the distri
butions of the ranked excursion heights considered up to some random times.