The joint distribution of the running maximum and its location of D-valued Markov processes

DOI10.2307/3215136zbMath0835.60065OpenAlexW2326340509MaRDI QIDQ4858689

Dietmar Ferger

Publication date: 8 April 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215136

zbMATH Keywords

Brownian bridge with general driftmaximum and maximizer of Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Distribution theory (60E99)

Related Items (5)

MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY ⋮ On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics ⋮ NP-Optimal Kernels for Nonparametric Sequential Detection Rules ⋮ Random Walks with Drift – A Sequential Approach ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels

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