A central limit theorem for extreme sojourns of diffusion processes (Q4273022)
From MaRDI portal
scientific article; zbMATH DE number 474447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for extreme sojourns of diffusion processes |
scientific article; zbMATH DE number 474447 |
Statements
A central limit theorem for extreme sojourns of diffusion processes (English)
0 references
30 January 1994
0 references
central limit theorem
0 references
extreme sojourns
0 references
diffusion process
0 references
stationary probability measure
0 references
compound Poisson distribution
0 references
