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
Wiener process Wiener process In mathematics, the Wiener process is a continuous-time stochastic process named in honor of Norbert Wiener. It is often called standard Brownian motion process or Brownian motion due to its historical connection with the physical process known as Brownian movement or Brownian motion originally observed by Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with stationary independent increments) and occurs frequently in pure and applied mathematics, economics, quantitative finance, evolutionary biology, and physics. The Wiener process plays an important role in both pure and applied mathematics. In pure mathematics, the Wiener process