Limit theorem for maximum of the storage process with fractional Brownian motion as input (Q2485806): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorem for maximum of the storage process with fractional Brownian motion as input |
scientific article |
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Limit theorem for maximum of the storage process with fractional Brownian motion as input (English)
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5 August 2005
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The authors extend an earlier result of the second named author from fixed time interval to a growing time interval on the asymptotic distribution of the maximum of a well specified storage process.
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limit distribution
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growing interval length
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