Uniform Height Bounds for Brownian Excursions with an Exact Area Constraint
Manuscript 5 October 2026 · Online 5 October 2026
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
- Contact
- [email protected] · GitHub
- 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}
}