The distribution of the maximum Brownian excursion
- 1 March 1976
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 13 (02) , 371-376
- https://doi.org/10.1017/s0021900200094468
Abstract
The distribution of the maximum of the unsigned scaled Brownian excursion process and of a modification of that process are derived. These distributions are related to the one-dimensional Brownian bridge.Keywords
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