Tail estimates for the Brownian excursion area and other Brownian areas

Electronic Journal of Probability

Volumn 12, Issue , 2007, Pages 1600-1632

  Louchard, Guy ^a   Janson, Svante ^b  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b UPPSALA UNIVERSITY   (Sweden)

Author keywords

Asymptotics for density functions right tail; Brownian areas; Double Laplace transform; Two dimensional saddle point method

Indexed keywords

EID: 38149029082     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: None     Document Type: Article

References (30)

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