Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score (Q744244)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score |
scientific article |
Statements
Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score (English)
0 references
6 October 2014
0 references
reflected Brownian motion
0 references
Lindley process
0 references
local score
0 references
Donsker invariance theorem
0 references
random walk
0 references
weak convergence
0 references
inverse of local time
0 references
Brownian excursions
0 references
0 references
0 references
0 references
0 references
0 references
