Tail estimates for the Brownian excursion area and other Brownian areas (Q1039000)
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English | Tail estimates for the Brownian excursion area and other Brownian areas |
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Tail estimates for the Brownian excursion area and other Brownian areas (English)
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20 November 2009
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Brownian areas
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asymptotics for density functions right tail
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double Laplace transform
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two-dimensional saddle point method
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