The weak convergence theorem for the distribution of the maximum of a Gaussian random walk and approximation formulas for its moments
type: Item
instance of: scholarly article
title: The weak convergence theorem for the distribution of the maximum of a Gaussian random walk and approximation formulas for its moments
zbMATH Open document ID: 1270.60052
author: Fikri Gokpinar
author: Tahir Khaniyev
author: Zulfiyya Mammadova
published in: Methodology and Computing in Applied Probability
publication date: 2013-07-05T00:00:00Z
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 6184658
zbMATH Keywords: Gaussian random walk
zbMATH Keywords: maximum of random walk
zbMATH Keywords: weak convergence
zbMATH Keywords: moments
zbMATH Keywords: Bell polynomial
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: approximation formula
zbMATH Keywords: meta-modeling
MaRDI profile type: Publication
full work available at URL: s11009-011-9240-0
OpenAlex ID: W2067063719
cites work: Ladder heights, Gaussian random walks and the Riemann zeta function
cites work: The role of Bell polynomials in integration
cites work: Q4769056
cites work: Q5434185
cites work: Q5624436
cites work: On Lerch's transcendent and the Gaussian random walk
cites work: Cumulants of the maximum of the Gaussian random walk
cites work: On distribution tail of the maximum of a random walk
cites work: Q5332541
cites work: Q5598785
cites work: Q5589310
DOI: 10.1007/S11009-011-9240-0
description: scientific article; zbMATH DE number 6184658