Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations (Q2671966)
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scientific article; zbMATH DE number 7537774
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| English | Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations |
scientific article; zbMATH DE number 7537774 |
Statements
Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations (English)
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7 June 2022
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Wiener process
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Brownian bridges
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Gaussian processes
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0.8001628518104553
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0.7814508080482483
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0.7678159475326538
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0.7565551996231079
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0.7528607845306396
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