On excursions inside an excursion

Chen, MR; Yen, JY

Yen, JY (corresponding author), Univ Cincinnati, Dept Math Sci, Cincinnati, OH 45220 USA.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021; 138 (): 96

Abstract

The distribution of ranked heights of excursions of a Brownian bridge is given by Pitman and Yor (2001). In this work, we consider excursions of a Bro......

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