Tail estimates for the Brownian excursion area and other Brownian areas (Q1039000)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Tail estimates for the Brownian excursion area and other Brownian areas
scientific article

    Statements

    Tail estimates for the Brownian excursion area and other Brownian areas (English)
    0 references
    0 references
    0 references
    20 November 2009
    0 references
    Brownian areas
    0 references
    asymptotics for density functions right tail
    0 references
    double Laplace transform
    0 references
    two-dimensional saddle point method
    0 references

    Identifiers