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Excursions in Brownian motion. (English) Zbl 0356.60033


MSC:

60J65 Brownian motion
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[1] Chung, K. L.,Markov Chains with Stationary Transition Probabilities, second edition, Springer-Verlag, 1967. · Zbl 0146.38401
[2] Chung, K. L., On the boundary theory for Markov chains II, Acta Math., 115, 111-163 (1966) · Zbl 0315.60041
[3] Chung, K. L.,Lectures on Boundary Theory for Markov Chains, Princeton University Press 1970. · Zbl 0204.51003
[4] Chung, K. L., Maxima in Brownian excursions, Bull. Amer. Math. Soc., 81, 742-745 (1975) · Zbl 0325.60077
[5] Chung, K. L., A bivariate distribution in regeneration, J. Appl. Prob., 12, 837-839 (1975) · Zbl 0326.60034
[6] Chung, K. L. andDurrett, R., Downcrossings and local time. To appear inZeitschrift für Wahrscheinlichkeitstheorie. · Zbl 0348.60111
[7] Durrett, R. T. andIglehart, D. L., Functionals of Brownian meandering and Brownian excursion.To appear.
[8] Freedman, D.,Brownian Motion and Diffusion, Holden-Day 1971. · Zbl 0231.60072
[9] Iglehart, D. L., Functional central limit theorems for random walks conditioned to stay positive, Ann. Probability, 2, 608-619 (1974) · Zbl 0299.60053
[10] Ito, K. andMcKean, jr. H. P.,Diffusion Processes and Their Sample Paths, Springer-Verlag, 1965. · Zbl 0127.09503
[11] Kaigh, W. D., An invariance principle for random walk conditioned by a late return to zero.To appear in Ann. of Probability. · Zbl 0332.60047
[12] Lévy, Paul, Sur certains processus stochastiques homogènes, Compositio Math., 7, 283-339 (1939) · Zbl 0022.05903
[13] Lévy, Paul,Processus stochastiques et mouvement brownien, second edition, Gauthier-Villars 1965 (first ed. 1948). · Zbl 0137.11602
[14] Pólya, G. andSzego″, G.,Aufgaben der Lehrsätze aus der Analysis, Springer-Verlag 1925.
[15] Williams, D., The Ito excursion law for Brownian motion.To appear.
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