Extremes of Shepp statistics for fractional Brownian motion (Q498134)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of Shepp statistics for fractional Brownian motion |
scientific article |
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Extremes of Shepp statistics for fractional Brownian motion (English)
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25 September 2015
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extremes
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Shepp statistics
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fractional Brownian motion
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fractional Brownian field
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exact tail asymptotics
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Gumbel limit law
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