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The maximum of Brownian motion with parabolic drift

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Publication:638354
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DOI10.1214/EJP.v15-830zbMath1226.60111MaRDI QIDQ638354

Guy Louchard, Svante Janson, Anders Martin-Löf

Publication date: 9 September 2011

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

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticleb6a2.html


zbMATH Keywords

Brownian motionAiry functionsparabolic drift


Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65)


Related Items (11)

Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression ⋮ Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume ⋮ The birth of the strong components ⋮ Chernoff's density is log-concave ⋮ Chernoff's distribution and differential equations of parabolic and Airy type ⋮ Some developments in the theory of shape constrained inference ⋮ How flat is flat in random interface growth? ⋮ On the Location of the Maximum of a Continuous Stochastic Process ⋮ Finite-pool queueing with heavy-tailed services ⋮ The Sock Problem Revisited ⋮ Upper tail decay of KPZ models with Brownian initial conditions




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