AIM-PROBABILITY-0093 · Negative answer at the stated scale

Uniform Height Bounds for Brownian Excursions with an Exact Area Constraint

Manuscript 5 October 2026 · Online 5 October 2026

math.PRUnrefereed preprint

Abstract

For a standard Brownian excursion of duration \(T\), exact area \(\rho T\), and maximum \(M_T\), with fixed \(\rho>0\), we prove

\[\mathbb P(M_T>H\mid A_T=\rho T)\le C_\rho T^{3/2}e^{-c_\rho H}\]

for large \(T\) and \(H\ge1\), and logarithmic bounds for every positive maximum moment. A positivity-preserving Gaussian bridge shift compares increasing functionals under exact-area conditioning with an exponential area tilt; scalar Airy-area asymptotics and kernel and reflection estimates complete the proof.

For the literal duration-\(2N\), area-\(N\) normalization in AIM item 2.18, the entire curve divided by \(N^{1/3}\) converges uniformly to zero. Thus an \(N^{2/3}\) time window cannot yield a nondegenerate random limit at that height scale. No changed-area, moving-wall, multiline or constant-scale process-limit theorem is claimed.

Record

Affiliation
Mercury Software GmbH
Result
Negative answer at the stated scale
Categories
math.PR
Manuscript
5 October 2026
Online release
5 October 2026
Version
1.0
License
Creative Commons Attribution 4.0 International

Files and verification

The PDF is the canonical reading copy. The source archive contains the LaTeX manuscript, bibliography, reproducibility material, and audit documents without build artefacts.

Citation

Alper Ferudun, “Uniform Height Bounds for Brownian Excursions with an Exact Area Constraint,” EulerSolve Research Papers, AIM-PROBABILITY-0093, 2026. https://doi.org/10.5281/zenodo.23148017.

BibTeX
@misc{Ferudun2026ExactAreaExcursions,
  author = {Ferudun, Alper},
  title = {Uniform Height Bounds for Brownian Excursions with an Exact Area Constraint},
  year = {2026},
  howpublished = {EulerSolve Research Papers},
  url = {https://eulersolve.org/papers/aim-probability-0093/},
  doi = {10.5281/zenodo.23148017},
  note = {AIM-PROBABILITY-0093; unrefereed preprint}
}

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