Exact convergence rate for the maximum of standardized Gaussian increments (Q1038885)

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scientific article; zbMATH DE number 5636412
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Exact convergence rate for the maximum of standardized Gaussian increments
scientific article; zbMATH DE number 5636412

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    Exact convergence rate for the maximum of standardized Gaussian increments (English)
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    20 November 2009
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    standardized increments
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    Gaussian random walk
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    multiscale statistic
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    Lévy's continuity modulus
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    integral test
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    almost sure limit theorem
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