Fluctuations of the empirical quantiles of independent Brownian motions
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Publication:550149
DOI10.1016/j.spa.2010.11.012zbMath1230.60022arXiv0812.4102OpenAlexW2085549668MaRDI QIDQ550149
Publication date: 8 July 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0812.4102
order statisticsfractional Brownian motionquantile processfluctuations weak convergencequartic variation
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Sample path properties (60G17) Self-similar stochastic processes (60G18)
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