Brownian excursion the Airy function and formula_22 is the confluent hypergeometric function. Janson and Louchard (2007) show that and They also give higher-order expansions in both cases. Janson (2007) gives moments of formula_19 and many other area functionals. In particular, Brownian excursions also arise in connection with queuing problems, railway traffic, and the heights of random rooted binary trees. Brownian excursion In probability theory a Brownian excursion process is a stochastic process that is closely related to a Wiener process (or Brownian motion). Realisations of Brownian excursion processes are essentially just realizations of a Wiener process selected to satisfy certain conditions. In
Reflected Brownian motion "roughly speaking, "Z" is pushed in direction "R" whenever the boundary surface formula_5 is hit, where "R" is the "j"th column of the matrix "R"." Stability conditions are known for RBMs in 1, 2, and 3 dimensions. "The problem of recurrence classification for SRBMs in four and higher dimensions remains open." In the special case where "R" is an M-matrix then necessary and sufficient conditions for stability are The marginal distribution (transient distribution) of a one-dimensional Brownian motion starting at 0 restricted to positive values (a single reflecting barrier at 0) with drift "μ " and variance "σ" is for