How to cite item

The Law of the Maximum of a Bessel Bridge

   
@article{EJP52,
	author = {Jim Pitman and Marc Yor},
	title = {The Law of the Maximum of a Bessel Bridge},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {4},
	year = {1999},
	keywords = {Brownian bridge, Brownian excursion, Brownian scaling, local time, Bessel process, zeros of Bessel functions, Riemann zeta function},
	abstract = {Let $M_d$ be the maximum of a  standard Bessel bridge of dimension $d$. A series formula for $P(M_d \le a)$ due to Gikhman and Kiefer for  $d = 1,2, \ldots$ is shown to be valid for all real $d >0$.  Various other characterizations of the distribution of $M_d$ are given, including formulae for its Mellin transform, which is an entire function.  The asymptotic distribution of $M_d$ is described both as $d$ tends to infinity and as $d$ tends to zero.},
	pages = {no. 15, 1-35},
	issn = {1083-6489},
	doi = {10.1214/EJP.v4-52},    
        url = {http://ejp.ejpecp.org/article/view/52}}