Vertices of the least concave majorant of Brownian motion with parabolic drift (Q428582): Difference between revisions

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Property / Mathematics Subject Classification ID: 60J65 / rank
 
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Property / zbMATH DE Number: 6049140 / rank
 
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Brownian motion
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parabolic drift
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number of vertices
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concave majorant
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Airy functions
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jump processes
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Grenander estimator
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Revision as of 23:20, 29 June 2023

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Vertices of the least concave majorant of Brownian motion with parabolic drift
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    Vertices of the least concave majorant of Brownian motion with parabolic drift (English)
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    22 June 2012
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    Brownian motion
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    parabolic drift
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    number of vertices
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    concave majorant
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    Airy functions
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    jump processes
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    Grenander estimator
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