The weak convergence theorem for the distribution of the maximum of a Gaussian random walk and approximation formulas for its moments (Q352900)
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scientific article; zbMATH DE number 6184658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The weak convergence theorem for the distribution of the maximum of a Gaussian random walk and approximation formulas for its moments |
scientific article; zbMATH DE number 6184658 |
Statements
The weak convergence theorem for the distribution of the maximum of a Gaussian random walk and approximation formulas for its moments (English)
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5 July 2013
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Gaussian random walk
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maximum of random walk
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weak convergence
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moments
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Bell polynomial
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asymptotic expansion
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approximation formula
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meta-modeling
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