Weak Convergence to Brownian Excursion
Blumenthal, R. M.
Ann. Probab., Tome 11 (1983) no. 4, p. 798-800 / Harvested from Project Euclid
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We give a concise proof, using rescaling, random time change and simple infinitesimal generator computations of the fact that Brownian excursion is the weak limit as $\varepsilon \rightarrow 0$ of tied down Brownian motion conditioned never to fall below $-\varepsilon$.
Publié le : 1983-08-14
Classification:  Brownian excursion,  Bessel process,  infinitesimal generator,  random time change,  60J65,  60B10 
@article{1176993525,
     author = {Blumenthal, R. M.},
     title = {Weak Convergence to Brownian Excursion},
     journal = {Ann. Probab.},
     volume = {11},
     number = {4},
     year = {1983},
     pages = { 798-800},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993525}
}

Blumenthal, R. M. Weak Convergence to Brownian Excursion. Ann. Probab., Tome 11 (1983) no. 4, pp.  798-800. http://gdmltest.u-ga.fr/item/1176993525/