The two-parameter Brownian bridge: Kolmogorov inequalities and upper and lower bounds for the distribution of the maximum

DOI10.1214/aop/1176993858zbMath0532.60072OpenAlexW2079606077MaRDI QIDQ789108

Enrique M. Cabaña, Mario Wschebor

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993858

zbMATH Keywords

numerical calculationsdistribution of the maximum, heat equationKolmogorov inequalitiestwo-parameter Brownian bridge

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65)

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