Abstract

VI ( t) >~ V2(t) 0 ? . ??Vn(t) 3 . , (1.1) the ordered excursion lengths of R over (0, t), the last zero-free interval (A-(t), t) being considered as an (incomplete) excursion interval. Discussions on excursion intervals excluding (A-(t), t) are postponed to Section 5. A remarkable development (Pitman and Yor 1992; 1997) in the study of ordered excursion lengths is that for any fixed positive numbers r, s and t and any integer k > 1,

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