Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) (Q2303023): Difference between revisions

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Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \)
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    Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) (English)
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    28 February 2020
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    Shepp-statistics
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    vector-valued Brownian motion
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    high level excursion probability
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    uniform double-sum method
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    Markov property
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    quadratic programming problem
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