Invariance Principles for Ranked Excursion Lengths and Heights

Endre Csaki (A. Rényi Institute of Mathematics, Hungarian Academy of Sciences)
Yueyun Hu (Universite Paris VI)

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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Pages: 14-21

Publication Date: February 18, 2004

DOI: 10.1214/ECP.v9-1103

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