Joint distributions of partial and global maxima of a Brownian bridge (Q2822096)
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scientific article; zbMATH DE number 6630113
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint distributions of partial and global maxima of a Brownian bridge |
scientific article; zbMATH DE number 6630113 |
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Joint distributions of partial and global maxima of a Brownian bridge (English)
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27 September 2016
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extreme value statistics
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Brownian motion
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joint distributions of extreme values
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0.9262473
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0.9168571
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0.9168273
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0.91514766
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0.90499634
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0.90202975
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0.88716984
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