Random walk and Wiener process in the neighbourhood of maximum
Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 4, pp. 785-788
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.
@article{TVP_1983_28_4_a17,
author = {I. V. Denisov},
title = {Random walk and {Wiener} process in the neighbourhood of maximum},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {785--788},
year = {1983},
volume = {28},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1983_28_4_a17/}
}
I. V. Denisov. Random walk and Wiener process in the neighbourhood of maximum. Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 4, pp. 785-788. http://geodesic.mathdoc.fr/item/TVP_1983_28_4_a17/