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.
Citation
Endre Csaki. Yueyun Hu. "Invariance Principles for Ranked Excursion Lengths and Heights." Electron. Commun. Probab. 9 14 - 21, 2004. https://doi.org/10.1214/ECP.v9-1103
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