Fluctuations of the empirical quantiles of independent Brownian motions (Q550149)
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English | Fluctuations of the empirical quantiles of independent Brownian motions |
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Fluctuations of the empirical quantiles of independent Brownian motions (English)
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8 July 2011
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quantile process
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order statistics
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fluctuations weak convergence
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fractional Brownian motion
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quartic variation
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