论文标题

布朗游览分为间隔的渐近分布

Asymptotic Distribution of Brownian Excursions into an Interval

论文作者

Bhaskaran, Rajeev

论文摘要

在本文中,在较早的结果[2]之后,我们将渐近分布划分为$ t \ to \ infty $,在布朗尼运动跨$ t $的游览中,将$ t $ t $(a,b)$,有条件,以此为条件。

In this paper, following earlier results in [2] we derive the asymptotic distribution as $t \to \infty$, of the excursion of Brownian motion straddling $t$, into an interval $(a,b)$, conditional on the event that there is such an excursion.

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