Asymptotic Distribution of Brownian Excursions into an Interval

Rajeev Bhaskaran

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arXiv · 2205.11877

Asymptotic Distribution of Brownian Excursions into an Interval

Rajeev Bhaskaran

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Abstract

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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Rajeev Bhaskaran. 2022-05-24. Asymptotic Distribution of Brownian Excursions into an Interval. https://arxiv.org/abs/2205.11877

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