The distribution of the maximal difference between a Brownian bridge and its concave majorant (Q637112)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of the maximal difference between a Brownian bridge and its concave majorant |
scientific article |
Statements
The distribution of the maximal difference between a Brownian bridge and its concave majorant (English)
0 references
2 September 2011
0 references
Brownian bridge
0 references
Brownian excursion
0 references
concave majorant
0 references
Doob's transformation
0 references
inverse of Laplace transform
0 references
stick-breaking process
0 references
0 references
0 references
0 references
