Fluctuations of the empirical quantiles of independent Brownian motions (Q550149)

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    Fluctuations of the empirical quantiles of independent Brownian motions
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      Fluctuations of the empirical quantiles of independent Brownian motions (English)
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      8 July 2011
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      quantile process
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      order statistics
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      fluctuations weak convergence
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      fractional Brownian motion
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      quartic variation
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