EJP Reading Tools

Tail estimates for the Brownian excursion area and other Brownian areas

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Tail estimates for the Brownian excursion area and other Brownian areas
2.	Creator	Author's name, affiliation, country	Svante Janson; Uppsala University
2.	Creator	Author's name, affiliation, country	Guy Louchard; ULB
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Brownian areas, asymptotics for density functions right tail, double Laplace transform, two-dimensional saddle point method
3.	Subject	Subject classification	AMS 2000 Subject Classification: 60J65
4.	Description	Abstract	Brownian areas are considered in this paper: the Brownian excursion area, the Brownian bridge area, the Brownian motion area, the Brownian meander area, the Brownian double meander area, the positive part of Brownian bridge area, the positive part of Brownian motion area. We are interested in the asymptotics of the right tail of their density function. Inverting a double Laplace transform, we can derive, in a mechanical way, all terms of an asymptotic expansion. We illustrate our technique with the computation of the first four terms. We also obtain asymptotics for the right tail of the distribution function and for the moments. Our main tool is the two-dimensional saddle point method.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2007-12-23
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/471
10.	Identifier	Digital Object Identifier	10.1214/EJP.v12-471
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 12
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
15.	Rights	Copyright and permissions	The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free to copy, distribute, display, and perform the work to make derivative works to make commercial use of the work under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.