Moments of gamma type and the Brownian supremum process area
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Publication:980784
DOI10.1214/10-PS160zbMath1194.60019arXiv1002.4135MaRDI QIDQ980784
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.4135
Extreme value theory; extremal stochastic processes (60G70) Characteristic functions; other transforms (60E10) Brownian motion (60J65)
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