Lü, Yuhua; Xu, Run; Yin, Chuancun Maximum excursion and infimum excursion for a transient Brownian motion. (Chinese. English summary) Zbl 0960.60062 Acta Math. Appl. Sin. 23, No. 2, 221-232 (2000). Summary: For a transient Brownian motion, we give some definitions of maximum excursion and infimum excursion. We obtain their distributions, and the joint distributions of maximum (infimum) excursion and the first instance of attaining such a maximum (infimum). As a consequence, we obtain the distribution functions of the first instance of attaining such a maximum and the first instance of attaining such an infimum. Cited in 1 Review MSC: 60J65 Brownian motion Keywords:transient Brownian motion; maximum excursion; infimum excursion; first hitting time; last exit time PDFBibTeX XMLCite \textit{Y. Lü} et al., Acta Math. Appl. Sin. 23, No. 2, 221--232 (2000; Zbl 0960.60062)