Limiting distribution for the maximal standardized increment of a random walk (Q740186)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting distribution for the maximal standardized increment of a random walk |
scientific article |
Statements
Limiting distribution for the maximal standardized increment of a random walk (English)
0 references
2 September 2014
0 references
extreme value theory
0 references
random walks
0 references
Erdős-Rényi law
0 references
large deviations
0 references
moderate deviations
0 references
multiscale scan statistic
0 references
Cramér series
0 references
Gumbel distribution
0 references
double sum method
0 references
random field
0 references
sub-Gaussian distributions
0 references
change-point detection
0 references
