This article is cited in 28 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

 English version: Theory of Probability and its Applications, 1984, 28:4, 821–824

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