| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9503240 | Journal of Mathematical Analysis and Applications | 2005 | 15 Pages |
Abstract
The double Laplace transform of the distribution function of the integral of the positive part of the Brownian bridge was determined by M. Perman and J.A. Wellner, as well as the moments of this distribution. The purpose of the present paper is to determine the asymptotics of this distribution for large values of the argument, and the corresponding asymptotics of the moments.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Leonid Tolmatz,