메뉴 건너뛰기




Volumn 28, Issue 1, 2000, Pages 132-139

Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments

Author keywords

Airy functions; Asymptotics; Brownian bridge

Indexed keywords


EID: 0034336969     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1019160114     Document Type: Article
Times cited : (17)

References (12)
  • 1
    • 0001639899 scopus 로고
    • The Brunn-Minkowski inequality in Gauss space
    • BORELL, C. (1975). The Brunn-Minkowski inequality in Gauss space. Invent. Math. 30 207-216.
    • (1975) Invent. Math. , vol.30 , pp. 207-216
    • Borell, C.1
  • 3
    • 0001023059 scopus 로고
    • Contributi intorno ad un test per l'omogenità tra due campioni
    • CIFARELLI, D. M. (1975). Contributi intorno ad un test per l'omogenità tra due campioni. G. Econom. Ann. Econ. (N.S.) 34 233-249.
    • (1975) G. Econom. Ann. Econ. (N.S.) , vol.34 , pp. 233-249
    • Cifarelli, D.M.1
  • 5
    • 84966226212 scopus 로고
    • On the average of a certain Wiener functional and a related limit theorem in calculus of probability
    • KAC, M. (1946). On the average of a certain Wiener functional and a related limit theorem in calculus of probability. TAMS 59 401-414.
    • (1946) TAMS , vol.59 , pp. 401-414
    • Kac, M.1
  • 6
    • 18444368761 scopus 로고
    • On distribution of certain Wiener functionals
    • KAC, M. (1949). On distribution of certain Wiener functionals. TAMS 65 1-13.
    • (1949) TAMS , vol.65 , pp. 1-13
    • Kac, M.1
  • 8
    • 0000637519 scopus 로고
    • The integral of the absolute value of the pinned Wiener process: Calculation of its probability density by numerical integration
    • RICE, S. O. (1982). The integral of the absolute value of the pinned Wiener process: calculation of its probability density by numerical integration. Ann. Probab. 10 240-243.
    • (1982) Ann. Probab. , vol.10 , pp. 240-243
    • Rice, S.O.1
  • 9
    • 84966254105 scopus 로고
    • On a class of Markov processes
    • ROSENBLATT, M. (1951). On a class of Markov processes. TAMS 71 120-135.
    • (1951) TAMS , vol.71 , pp. 120-135
    • Rosenblatt, M.1
  • 10
    • 0000637518 scopus 로고
    • On the integral of the absolute value of the pinned Wiener process
    • SHEPP, L. A. (1982). On the integral of the absolute value of the pinned Wiener process. Ann. Probab. 10 234-239. (Acknowledgement of priority Ann. Probab. 19 1397.)
    • (1982) Ann. Probab. , vol.10 , pp. 234-239
    • Shepp, L.A.1
  • 11
    • 0001905249 scopus 로고    scopus 로고
    • SHEPP, L. A. (1982). On the integral of the absolute value of the pinned Wiener process. Ann. Probab. 10 234-239. (Acknowledgement of priority Ann. Probab. 19 1397.)
    • Ann. Probab. , vol.19 , pp. 1397
  • 12
    • 0000752136 scopus 로고
    • On the distribution of the integral of the absolute value of the Brownian motion
    • TAKÁCS, L. (1993). On the distribution of the integral of the absolute value of the Brownian motion. Ann. Appl. Probab. 3 186-197.
    • (1993) Ann. Appl. Probab. , vol.3 , pp. 186-197
    • Takács, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.