Uniform Height Bounds for Brownian Excursions with an Exact Area Constraint

Let a standard Brownian excursion have duration T, exact area rho T and maximum M_T, with fixed rho > 0. This note proves P(M_T > H | A_T = rho T) <= C_rho T^(3/2) exp(-c_rho H) for large T and H >= 1, and E[M_T^r | A_T = rho T] = O((log T)^r) for every r > 0. A positivity-preserving Gaussian bridge shift compares increasing path functionals under exact-area conditioning with an exponential area tilt. Classical Airy-area asymptotics and elementary kernel and reflection estimates complete the argument. For the literal duration-2N, area-N normalization in AIM KPZ workshop item 2.18 (dataset record AIM-PROBABILITY-0093), the entire curve divided by N^(1/3) converges uniformly to zero. Thus an N^(2/3) time window cannot yield a nondegenerate random fluctuation limit at that height scale. No sharp maximum scale, constant-scale Ferrari-Spohn process limit, changed-area, moving-wall or multiline result is claimed. Prior one-point asymptotics are credited; novelty remains undetermined after a bounded search. English, AI-assisted, self-audited and unrefereed preprint by Alper Ferudun, Mercury Software GmbH. Neither independent peer review nor formal verification is claimed. The source archive contains proof notes and supplementary symbolic/numerical checks, but no third-party source PDFs.

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-10-05
DOI
https://doi.org/10.5281/zenodo.23148016
Primary Topic
Stochastic processes and statistical mechanics
Type
preprint
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preprint

Uniform Height Bounds for Brownian Excursions with an Exact Area Constraint

Alper Ferudun
Zenodo (CERN European Organization for Nuclear Research)
Stochastic processes and statistical mechanics
preprint

Uniform Height Bounds for Brownian Excursions with an Exact Area Constraint

Alper Ferudun
preprint en

Abstract

Let a standard Brownian excursion have duration T, exact area rho T and maximum M_T, with fixed rho > 0. This note proves P(M_T > H | A_T = rho T) <= C_rho T^(3/2) exp(-c_rho H) for large T and H >= 1, and E[M_T^r | A_T = rho T] = O((log T)^r) for every r > 0. A positivity-preserving Gaussian bridge shift compares increasing path functionals under exact-area conditioning with an exponential area tilt. Classical Airy-area asymptotics and elementary kernel and reflection estimates complete the argument. For the literal duration-2N, area-N normalization in AIM KPZ workshop item 2.18 (dataset record AIM-PROBABILITY-0093), the entire curve divided by N^(1/3) converges uniformly to zero. Thus an N^(2/3) time window cannot yield a nondegenerate random fluctuation limit at that height scale. No sharp maximum scale, constant-scale Ferrari-Spohn process limit, changed-area, moving-wall or multiline result is claimed. Prior one-point asymptotics are credited; novelty remains undetermined after a bounded search. English, AI-assisted, self-audited and unrefereed preprint by Alper Ferudun, Mercury Software GmbH. Neither independent peer review nor formal verification is claimed. The source archive contains proof notes and supplementary symbolic/numerical checks, but no third-party source PDFs.

Zenodo (CERN European Organization for Nuclear Research)
Stochastic processes and statistical mechanics
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