Moments of gamma type and the Brownian supremum process area (Q980784)

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Moments of gamma type and the Brownian supremum process area
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    title
    Moments of gamma type and the Brownian supremum process area (English)
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    DOI
    10.1214/10-PS160
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    author
    Svante Janson
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    publication date
    29 June 2010
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    Mathematics Subject Classification ID
    60E10
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    60J65
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    60G70
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    zbMATH DE Number
    5728614
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    zbMATH Keywords
    moments
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    gamma function
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    Brownian motion
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    supremum process
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    generalized Pólya urns
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    arXiv ID
    1002.4135
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