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

Annals of Probability

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

  Tolmatz, Leonid ^a,b  

^a SOUTHERN ILLINOIS UNIVERSITY   (United States)

^b NONE   (Israel)

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

References (12)

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