Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test (Q1880999)
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scientific article; zbMATH DE number 2103645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test |
scientific article; zbMATH DE number 2103645 |
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Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test (English)
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27 September 2004
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Brownian bridge with trend
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boundary crossing probability
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exact asymptotics
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extreme values
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Kolmogorov test
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0.94055825
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0.92581165
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0.9017137
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0.8977667
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0.89439404
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0.88902175
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0.88622963
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