文章基本信息

标题：Invariance Principles for Ranked Excursion Lengths and Heights
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作者：Csaki, Endre ; Hu, Yueyun
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2004
卷号：9
页码：14-21
DOI：10.1214/ECP.v9-1103
出版社：Electronic Communications in Probability
摘要：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.