Fluctuations of the empirical quantiles of independent Brownian motions (Q550149)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fluctuations of the empirical quantiles of independent Brownian motions |
scientific article |
Statements
Fluctuations of the empirical quantiles of independent Brownian motions (English)
0 references
8 July 2011
0 references
quantile process
0 references
order statistics
0 references
fluctuations weak convergence
0 references
fractional Brownian motion
0 references
quartic variation
0 references
