Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) (Q2303023): Difference between revisions
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Revision as of 06:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) |
scientific article |
Statements
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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