New and refined bounds for expected maxima of fractional Brownian motion (Q1640943): Difference between revisions

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Revision as of 12:29, 16 February 2024

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New and refined bounds for expected maxima of fractional Brownian motion
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    New and refined bounds for expected maxima of fractional Brownian motion (English)
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    14 June 2018
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    fractional Brownian motion
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    convergence rate
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    discrete time approximation
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    Pickands' constant
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