Pages that link to "Item:Q1593724"
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The following pages link to An iterative approximation procedure for the distribution of the maximum of a random walk (Q1593724):
Displaying 5 items.
- The geometric convergence rate of the classical change-point estimate (Q1004390) (← links)
- Simulating the maximum of a random walk (Q1973290) (← links)
- Optimal stopping time problem for random walks with polynomial reward functions (Q2922896) (← links)
- A constant arising from the analysis of algorithms for determining the maximum of a random walk (Q4344225) (← links)
- Monte Carlo Algorithms for Finding the Maximum of a Random Walk with Negative Drift (Q5488990) (← links)