The tail of the maximum of Brownian motion minus a parabola
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Publication:428676
DOI10.1214/ECP.V16-1645zbMath1244.60052arXiv1011.3972OpenAlexW2145692184MaRDI QIDQ428676
Nico M. Temme, Piet Groeneboom
Publication date: 22 June 2012
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.3972
Related Items (7)
Cramér's estimate for stable processes with power drift ⋮ KPZ line ensemble ⋮ Testing monotonicity of a hazard: asymptotic distribution theory ⋮ Chernoff's distribution and differential equations of parabolic and Airy type ⋮ Some developments in the theory of shape constrained inference ⋮ Tracy-Widom distribution, Airy\(_2\) process and its sample path properties ⋮ KPZ equation tails for general initial data
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