A central limit theorem for extreme sojourns of diffusion processes (Q4273022)
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scientific article; zbMATH DE number 474447
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| English | A central limit theorem for extreme sojourns of diffusion processes |
scientific article; zbMATH DE number 474447 |
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A central limit theorem for extreme sojourns of diffusion processes (English)
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30 January 1994
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central limit theorem
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extreme sojourns
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diffusion process
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stationary probability measure
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compound Poisson distribution
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0.8361332416534424
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0.835026204586029
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0.8340619206428528
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