Extremes of weighted Brownian bridges in increasing dimension

DOI10.1007/s10687-012-0147-0zbMath1329.60032OpenAlexW2081546311MaRDI QIDQ907364

Moritz Jirak

Publication date: 25 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-012-0147-0

zbMATH Keywords

Ornstein-Uhlenbeck processstrong approximationasymptotic extreme value distributionweighted Brownian bridge

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Uses Software

• GAUSSIAN

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