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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 4, Pages 785–788
(Mi tvp2231)
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This article is cited in 26 scientific papers (total in 26 papers)
Short Communications
Random walk and Wiener process in the neighbourhood of maximum
I. V. Denisov
Abstract:
We prove that suitably shifted and normed parts of the trajectory of Brownian motion situated to the left and to the right from the point of maximum are independent realisations of a Brownian bend.
Received: 14.01.1980
Citation:
I. V. Denisov, “Random walk and Wiener process in the neighbourhood of maximum”, Teor. Veroyatnost. i Primenen., 28:4 (1983), 785–788; Theory Probab. Appl., 28:4 (1984), 821–824
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https://www.mathnet.ru/eng/tvp2231 https://www.mathnet.ru/eng/tvp/v28/i4/p785
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Abstract page: | 511 | Full-text PDF : | 281 | First page: | 4 |
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