An equivalent representation of the Brown-Resnick process (Q553029)
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scientific article; zbMATH DE number 5932073
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| English | An equivalent representation of the Brown-Resnick process |
scientific article; zbMATH DE number 5932073 |
Statements
An equivalent representation of the Brown-Resnick process (English)
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26 July 2011
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Brown-Resnick process
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mixed moving maxima
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Brownian motion with drift conditioned to stay negative
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0.8792168498039246
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0.8156980276107788
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0.8152507543563843
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0.8030837774276733
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0.8001160621643066
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