Simulation paradoxes related to a fractional Brownian motion with small Hurst index (Q340830): Difference between revisions

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+Bounds for expected maxima of Gaussian processes and their discrete approximations
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+The Greatest of a Finite Set of Random Variables
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+Normal rank
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+Maximum of a fractional Brownian motion: Probabilities of small values
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+Distribution of the maximum of a fractional Brownian motion
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+Q4197100
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+Normal rank
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+Lower classes for fractional Brownian motion
@@ Property / cites work: Lower classes for fractional Brownian motion / rank @@
+Normal rank