Rocky Mountain Journal of Mathematics · 1978 · 17 citations · 7 references
EngineeringBusiness EconomicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionLimit TheoremsRandom WalksStochastic CalculusBrownian ExcursionBrownian MeanderCentral Limit TheoremsContinuous Mapping TheoremFunctional Central Limit TheoremsInvariance PrinciplesSimple Random WalkWeak Convergence Of Stochastic Processes
An elementary proof is given to obtain the distributions of the maxima for the Brownian meander and Brownian excursion stochastic processes. The method involves application of conditional functional central limit theorems to simple random walk.
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An Introduction to Probability Theory.
Bert Fristedt, P. A. P. Moran · Journal of the American Statistical Association · 1986 · 3.4K citations