Extremes of Shepp statistics for fractional Brownian motion (Q498134)
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scientific article; zbMATH DE number 6485632
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| English | Extremes of Shepp statistics for fractional Brownian motion |
scientific article; zbMATH DE number 6485632 |
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Extremes of Shepp statistics for fractional Brownian motion (English)
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25 September 2015
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extremes
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Shepp statistics
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fractional Brownian motion
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fractional Brownian field
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exact tail asymptotics
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Gumbel limit law
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0.9067449569702148
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0.894906759262085
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0.8115270137786865
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0.8057988882064819
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0.8026413917541504
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