New and refined bounds for expected maxima of fractional Brownian motion (Q1640943): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New and refined bounds for expected maxima of fractional Brownian motion |
scientific article |
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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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