Limit theorem for maximum of the storage process with fractional Brownian motion as input (Q2485806): Difference between revisions
From MaRDI portal
Latest revision as of 14:53, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorem for maximum of the storage process with fractional Brownian motion as input |
scientific article |
Statements
Limit theorem for maximum of the storage process with fractional Brownian motion as input (English)
0 references
5 August 2005
0 references
The authors extend an earlier result of the second named author from fixed time interval to a growing time interval on the asymptotic distribution of the maximum of a well specified storage process.
0 references
limit distribution
0 references
growing interval length
0 references
0 references
0 references
