On large deviations for the Shepp statistic

DOI10.1515/156939204872356zbMath1050.60025OpenAlexW2143262294MaRDI QIDQ4825175

A. M. Kozlov

Publication date: 27 October 2004

Published in: Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939204872356

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (2)

Extremes of Shepp statistics for Gaussian random walk ⋮ Extremes of Shepp statistics for fractional Brownian motion

Cites Work

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