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 Electronic Communications in Probability > Vol. 9 (2004) > Paper 2 open journal systems 


Invariance Principles for Ranked Excursion Lengths and Heights

Endre Csáki, A. Rényi Institute of Mathematics, Hungarian Academy of Sciences
Yueyun Hu, Universite Paris VI


Abstract
In this note we prove strong invariance principles between ranked excursion lengths and heights of a simple random walk and those of a standard Brownian motion. Some consequences concerning limiting distributions and strong limit theorems will also be presented.


Full text: PDF

Pages: 14-21

Published on: February 18, 2004





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Electronic Communications in Probability. ISSN: 1083-589X