{"entities":{"Q626270":{"pageid":628117,"ns":120,"title":"Item:Q626270","lastrevid":63293847,"modified":"2026-04-11T11:54:26Z","type":"item","id":"Q626270","labels":{"en":{"language":"en","value":"Extremes of Shepp statistics for Gaussian random walk"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5855715"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$15008D39-C177-4B3E-830E-2952A2669076","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"fafd5dc64f62483ff7784001f84f4312b2c6038d","datavalue":{"value":{"text":"Extremes of Shepp statistics for Gaussian random walk","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q626270$6DEEE7D8-3BEC-44C5-9AC5-BAD21E56EFF5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"38dab61eb6c4357ff1292870f4f8e77d712a5e4b","datavalue":{"value":"1223.62078","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q626270$56283D09-2C52-4FFA-BE78-219BDDF07265","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"393c8a70f564776318dfb9780fccaefb0ebfcc23","datavalue":{"value":{"entity-type":"item","numeric-id":470066,"id":"Q470066"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$B8F89397-93E5-45D5-B38E-A87CEBACC67C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"88739480b1b569c4cc5fa77f7c8c776869d34476","datavalue":{"value":{"entity-type":"item","numeric-id":73763,"id":"Q73763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$19F1EF58-17FA-42B7-9C2D-5ABD1D6260D0","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2ce7f58682413436d8d8499ec31fc1f8f2a5d305","datavalue":{"value":{"time":"+2011-02-22T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q626270$AEA9D108-D7E8-4C0C-9502-CEB17A5F7270","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"9a96dec190340f717c7f57d6f13fbe211306586d","datavalue":{"value":"A random walk with i.i.d. standard Gaussian steps \\(\\xi_i\\) is considered. The author investigates probabilities of large and moderate deviations for the normalized Shepp statistics  \\[ M_T^{(N)}=N^{-1/2}\\max_{1\\leq k\\leq TN}\\max_{1\\leq L\\leq N} \\sum_{i=k}^{k+L-1}\\xi_i. \\]  It is shown that \\(P(M_T^{(N)}>u)\\sim TN(1-\\Phi(u))\\) as \\(u\\to\\infty\\), \\(N\\to\\infty\\) if  \\[ u/\\sqrt{N}\\to\\infty,\\;TN(1-\\Phi(u))\\to 0,\\;\\text{and}\\;TN\\geq 1. \\]  The limit Gumbel distribution of \\(M_T^{(N)}\\) with suitable normalization is obtained.","type":"string"},"datatype":"string"},"type":"statement","id":"Q626270$5EA79372-268E-46DF-B10E-8FA3DFFF5F60","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e29b15f2aeb7b01c8410df83f5201d00a1a10d57","datavalue":{"value":"62G32","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q626270$D3F8E035-091C-4E76-BAE6-A3E1FAB9B18C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"f69528cea35ad35a0f81b1419c5bdc2905d27952","datavalue":{"value":"60F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q626270$BEF837E7-1A70-4A63-80A2-5FD85E86A3BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e52a86b600bbb05d9a7823bf91d423713b4b70ab","datavalue":{"value":"60G50","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q626270$08C6AD09-8D47-4F7E-9CE9-FE30F7D118C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"111e6ab7e1421da23c7541a67fc8b00de58fc7a9","datavalue":{"value":"62E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q626270$08226F0B-D358-4665-B3E5-54C34413C1AE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"8829be763b97ff7b6f4b2f5298ab23823a552716","datavalue":{"value":"5855715","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q626270$42348A5B-DD37-47C3-93FC-A0F97CC206B9","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"72f4b01f25cd1d63e30141b34aa4c233ed314405","datavalue":{"value":"large deviations","type":"string"},"datatype":"string"},"type":"statement","id":"Q626270$1A090FF7-3A33-40E7-A276-C96A7ADB04F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5c191580c1278f930255e6f98b63b94170948e61","datavalue":{"value":"Gumbel distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q626270$76115740-C1A8-43A4-AF1B-22F26045B7E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"19a23514fb3edba61c797d33da75008ec984d75e","datavalue":{"value":"high excursions","type":"string"},"datatype":"string"},"type":"statement","id":"Q626270$013EC6C2-78F4-492A-AE62-C4DEFC672B29","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$190CB562-6135-4196-8946-D14E0AECB7E6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"1c3a3bb5a3fa8fc1e45f28e286919b4921a1f759","datavalue":{"value":"https://doi.org/10.1007/s10687-008-0065-3","type":"string"},"datatype":"url"},"type":"statement","id":"Q626270$36A1CF4E-55C1-4803-88C8-943CC15AC295","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2f7d4d81d27483c3dd04ae5b96dc48894fc80b71","datavalue":{"value":"W1988766091","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q626270$B1ECD6BE-5081-4F18-A374-A58CCB984E9C","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"da7591a2184950daee356c072bfd5c2e7e48a85d","datavalue":{"value":{"entity-type":"item","numeric-id":1904492,"id":"Q1904492"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$1A82EF68-FB04-423B-B44B-B4B2145FFA0D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"01bca6df81c57ae2a774050758079c2abc6b9efe","datavalue":{"value":{"entity-type":"item","numeric-id":2548819,"id":"Q2548819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$7C97ECCA-6E0C-4E3E-BD01-779C982F58F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b44902bae1adedc5f8e072f0364871b8804bfba6","datavalue":{"value":{"entity-type":"item","numeric-id":4830837,"id":"Q4830837"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$A1C41A82-3B80-41D5-AF1E-EC6F93E83B3B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ebada659484fee2bccae48ced829fc7b9215625b","datavalue":{"value":{"entity-type":"item","numeric-id":1038885,"id":"Q1038885"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$43A9D84A-C8E4-4C9A-89FE-A77CF059A853","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"301cd7b16bd90890af4c5c00982f4499338c32f9","datavalue":{"value":{"entity-type":"item","numeric-id":4442871,"id":"Q4442871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$BB778CBC-CD9F-4E44-9F95-AE5330B927DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"143123002e686faec242ad8d3cb2a0740671d3e3","datavalue":{"value":{"entity-type":"item","numeric-id":4825175,"id":"Q4825175"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$0B5BC124-4A3E-4241-BD83-FCE55E35B2DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c527d124aa3f6e78d26d4b245baabc3727efb52a","datavalue":{"value":{"entity-type":"item","numeric-id":1054063,"id":"Q1054063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$AE8FB225-B61A-43D9-8CBF-B47526717695","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c26a560a55f7434d156678ba0f486be0e21b6ea6","datavalue":{"value":{"entity-type":"item","numeric-id":4864754,"id":"Q4864754"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$610B692F-B802-490F-9AD7-50ED88431CF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"97875cacd7289c616c580aa559ae838c204859b2","datavalue":{"value":{"entity-type":"item","numeric-id":4713744,"id":"Q4713744"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$427D1417-D8A9-4F91-B27A-388EB86095D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a80717d4d68e669337c884f4a492df27513ed66","datavalue":{"value":{"entity-type":"item","numeric-id":4830829,"id":"Q4830829"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$5FB20735-C208-4015-8207-687195BABC14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fa3655db9986038b38f7d692c6226d2c6cb5d06a","datavalue":{"value":{"entity-type":"item","numeric-id":5524101,"id":"Q5524101"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$4F72B4B3-42FF-4A94-92CF-6D95E5F2F01E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f1fc2561df84cc52dda1406cc6f8e068ea5364f8","datavalue":{"value":{"entity-type":"item","numeric-id":4315008,"id":"Q4315008"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$E781ABC7-576C-4D99-A8DB-52E360183DBD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ec7f59869ead1424dd40f8ae74a700974ee0b042","datavalue":{"value":{"entity-type":"item","numeric-id":2271712,"id":"Q2271712"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q626270$30C93EE0-92EC-4F2B-83AB-FBDA16A1EB84","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6bdb653d3fb2a3020eb229ed5d187c835e0b810e","datavalue":{"value":"10.1007/S10687-008-0065-3","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q626270$8260471E-F1F2-4C5D-9E19-55C468F03C0F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7e6b7630879aad2ef1ec8e124b105e2c203648fc","datavalue":{"value":{"entity-type":"item","numeric-id":3194445,"id":"Q3194445"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"33a125a36a031efd12df8419016ea5131436a997","datavalue":{"value":{"amount":"+0.9650204","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q626270$501D56B4-390F-433E-88EE-4F86A668C2F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9312d4cce115a8d53a7832308993ac8fb1a01f7f","datavalue":{"value":{"entity-type":"item","numeric-id":3368923,"id":"Q3368923"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7c03c785e3ac8f21a2fa7a309a8571cd41e8be2f","datavalue":{"value":{"amount":"+0.9403592","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q626270$0F99D2A7-AE90-40B1-B7D5-AD6EF443D8C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"46971e9a5cdda97a0d4af7ae88e8e163a18e0077","datavalue":{"value":{"entity-type":"item","numeric-id":2271712,"id":"Q2271712"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"03e4d8f53d0b3513f02ac92bd6d130a23873f33d","datavalue":{"value":{"amount":"+0.9152057","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q626270$D64EF306-7197-41C4-8507-3201BCBC5FF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"15d94148eb9bc68d1185c0d58e86b75f24777858","datavalue":{"value":{"entity-type":"item","numeric-id":498134,"id":"Q498134"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ddfcb848186b08d71810323b08e59b8a332a59c7","datavalue":{"value":{"amount":"+0.9056836","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q626270$C761F101-2DD9-4BFA-BF80-395862ED6D0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4f0d609682bd3e377cbe26eb328c3ef445a03c03","datavalue":{"value":{"entity-type":"item","numeric-id":2209321,"id":"Q2209321"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"be39ec040f30d51d1dee7915d58002733998e947","datavalue":{"value":{"amount":"+0.8965902","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q626270$25679BC1-0115-4F28-8F2A-2050253D6268","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dbc609b9abe720b749f129980f23cd4dae9cc763","datavalue":{"value":{"entity-type":"item","numeric-id":2464856,"id":"Q2464856"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e88245f33c7af37a15f38c655346e65902cc9149","datavalue":{"value":{"amount":"+0.89253396","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q626270$E3C4D3B6-62CD-49C8-986D-AC5165B3ED97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4f396d0d5af9bfb4eda9f308f5507ebbf9e753e2","datavalue":{"value":{"entity-type":"item","numeric-id":638436,"id":"Q638436"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dde28d99df83520f9afc1eb20686290bd0625693","datavalue":{"value":{"amount":"+0.88594747","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q626270$021F47A2-7C88-4146-AFEF-C9D8D6EE248A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"06e98f9567d2c6347c8c1bff7fd58b55c6f2ee91","datavalue":{"value":{"entity-type":"item","numeric-id":3120730,"id":"Q3120730"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d7ae2b9902b1482dee6bc589df193fbcb1c3dc73","datavalue":{"value":{"amount":"+0.88144076","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q626270$ED94FC8A-7F6A-4018-9838-8DA7D6B368F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"96004f11a1048ef7dbe2e242d3d1061375e4f4a8","datavalue":{"value":{"entity-type":"item","numeric-id":5252236,"id":"Q5252236"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"543db15d106a7443b8a9884db663658ab07c8a43","datavalue":{"value":{"amount":"+0.880572","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q626270$0CB6F9CD-A13C-403E-A521-AEC5A2A56CE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0f56b4a67beafbc4c5cd4977abc4925025b3dfcc","datavalue":{"value":{"entity-type":"item","numeric-id":476578,"id":"Q476578"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"de035ca72e7a7ae878b0f2909ad6d973da85daa9","datavalue":{"value":{"amount":"+0.8779724","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q626270$E2E3B2F9-39C0-4BC1-BD14-F9007F44AEE0","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Extremes of Shepp statistics for Gaussian random walk","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Extremes_of_Shepp_statistics_for_Gaussian_random_walk"}}}}}