| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154795 | Statistics & Probability Letters | 2006 | 6 Pages |
Abstract
We apply an Abelian theorem, due to Berg, to determine the asymptotic behaviour of P[ξt>x] as x2t-1-γâ²xââ when ξ is the range of Brownian motion with positive drift γ<γâ². The method is simple, general, and yields a sharp error bound.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Paul McGill,