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The distribution and quantiles of the range of a Wiener process - MaRDI portal

The distribution and quantiles of the range of a Wiener process (Q1646173)

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scientific article; zbMATH DE number 6893667
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English
The distribution and quantiles of the range of a Wiener process
scientific article; zbMATH DE number 6893667

    Statements

    The distribution and quantiles of the range of a Wiener process (English)
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    22 June 2018
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    Hurst effect
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    Kolmogorov-Smirnov statistic
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    quantiles
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    range
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    Wiener process
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    Identifiers