The distribution of the argmax of two-sided brownian motion with quadratic drift (Q4262918)
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scientific article; zbMATH DE number 1341216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of the argmax of two-sided brownian motion with quadratic drift |
scientific article; zbMATH DE number 1341216 |
Statements
The distribution of the argmax of two-sided brownian motion with quadratic drift (English)
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17 October 2000
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Brownian motion
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quadratic drift
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greatest convex minorant
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least concave majorant
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order restricted inference
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heat equation
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Airy functions
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argmax distribution
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Grenander estimator
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