| P. Deheuvels and P. Revesz. Weak laws for the increments of Wiener processes, brownian bridges, empirical processes and partial sums of i.i.d.r.v's. In Proceedings 6th Pannonian Symposium on Mathematical Statistics. Reidel, 1988. |
.... Brownian motion (Z; B) conditioned on the event Z t max s t B s for all t: Carrying through this argument suggests that (K3a) holds for = 1 4fl) Gamma1 , where fl = Z 1 0 P (Z s B 1 Gammas ) ds: Limit theorems including this example were given by Deheuvels and Revesz [22]. Their results imply a different power (b 1 instead of b 3 ) in (K3a) and I find that a little hard to believe. K8 Self intersections of d dimensional Brownian motion. Perkins and Taylor [42] study variations on our random set S ffi of times (s; t) jB t Gamma B s j ffi. K13 Points of ....
P. Deheuvels and P. Revesz. Weak laws for the increments of Wiener processes, brownian bridges, empirical processes and partial sums of i.i.d.r.v's. In Proceedings 6th Pannonian Symposium on Mathematical Statistics. Reidel, 1988.
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