On the supremum of a certain Gaussian process

DOI10.1214/aop/1176993527zbMath0515.60044OpenAlexW2078874169MaRDI QIDQ1051980

Donald A. Darling

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993527

zbMATH Keywords

distribution of the supremumstable densityoptimal test statistic

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Sample path properties (60G17)

Related Items

A generalised Airy distribution function for the accumulated area swept by \(N\) vicious Brownian paths ⋮ On the distribution of Brownian areas ⋮ Assessing multivariate normality: a compendium ⋮ Bahadur efficiency of Watson-Darling goodness-of-fit tests ⋮ Bahadur efficiency of EDF based normality tests when parameters are estimated ⋮ Phase separation in random cluster models. II: The droplet at equilibrium, and local deviation lower bounds ⋮ On certain functionals of the maximum of Brownian motion and their applications ⋮ Effective Langevin equations for constrained stochastic processes ⋮ Maximal displacement of a branching random walk in time-inhomogeneous environment ⋮ The distribution of the area under a Bessel excursion and its moments ⋮ Limit Distributions and Scaling Functions ⋮ Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces ⋮ Large fluctuations of the area under a constrained Brownian excursion ⋮ Area fluctuations on a subinterval of Brownian excursion