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Invariance Principles for Ranked Excursion Lengths and Heights


 
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1. Title Title of document Invariance Principles for Ranked Excursion Lengths and Heights
 
2. Creator Author's name, affiliation, country Endre Csaki; A. Rényi Institute of Mathematics, Hungarian Academy of Sciences
 
2. Creator Author's name, affiliation, country Yueyun Hu; Universite Paris VI
 
3. Subject Discipline(s)
 
3. Subject Keyword(s)
 
4. Description 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.
 
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6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2004-02-18
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1103
 
10. Identifier Digital Object Identifier 10.1214/ECP.v9-1103
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 9
 
12. Language English=en
 
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