The distribution of the maximal difference between a Brownian bridge and its concave majorant (Q637112): Difference between revisions

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Latest revision as of 10:15, 30 July 2024

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The distribution of the maximal difference between a Brownian bridge and its concave majorant
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    The distribution of the maximal difference between a Brownian bridge and its concave majorant (English)
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    2 September 2011
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    Brownian bridge
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    Brownian excursion
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    concave majorant
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    Doob's transformation
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    inverse of Laplace transform
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    stick-breaking process
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