Distribution estimates for functionals of the two-parameter Wiener process
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Publication:1232866
DOI10.1214/aop/1176995940zbMath0344.60048OpenAlexW2003078332MaRDI QIDQ1232866
Publication date: 1976
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995940
Multivariate distribution of statistics (62H10) Gaussian processes (60G15) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Related Items (8)
Boundary crossings and the distribution function of the maximum of Brownian sheet. ⋮ The distribution of the maximum of particular random fields ⋮ Large deviations for the maxima of some random fields ⋮ Distribution results for the occupation measures of continuous Gaussian fields ⋮ Quantile inference for nonstationary processes with infinite variance innovations ⋮ Comparing the distribution of various suprema on two-parameter Wiener space ⋮ Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square ⋮ Probability tails of Gaussian extrema
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