Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score (Q744244): Difference between revisions
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| Property / DOI: 10.1016/J.SPA.2014.07.003 / rank | |||
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Latest revision as of 03:53, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score |
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Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score (English)
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6 October 2014
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reflected Brownian motion
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Lindley process
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local score
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Donsker invariance theorem
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random walk
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weak convergence
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inverse of local time
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Brownian excursions
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