The distribution of the maximal difference between a Brownian bridge and its concave majorant (Q637112)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of the maximal difference between a Brownian bridge and its concave majorant |
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Statements
The distribution of the maximal difference between a Brownian bridge and its concave majorant (English)
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2 September 2011
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Brownian bridge
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Brownian excursion
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concave majorant
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Doob's transformation
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inverse of Laplace transform
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stick-breaking process
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