Large deviations of Shepp statistics for fractional Brownian motion (Q2435744): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations of Shepp statistics for fractional Brownian motion |
scientific article |
Statements
Large deviations of Shepp statistics for fractional Brownian motion (English)
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19 February 2014
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Shepp statistics
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scan statistics
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exact asymptotics
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extremes
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fractional Brownian motion
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