The distribution of the argmax of two-sided brownian motion with quadratic drift (Q4262918): Difference between revisions

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Revision as of 16:02, 5 March 2024

scientific article; zbMATH DE number 1341216
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English
The distribution of the argmax of two-sided brownian motion with quadratic drift
scientific article; zbMATH DE number 1341216

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    The distribution of the argmax of two-sided brownian motion with quadratic drift (English)
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    17 October 2000
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    Brownian motion
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    quadratic drift
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    greatest convex minorant
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    least concave majorant
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    order restricted inference
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    heat equation
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    Airy functions
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    argmax distribution
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    Grenander estimator
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