Approximation of the distribution of the supremum of a centered random walk. Application to the local score (Q596509)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the distribution of the supremum of a centered random walk. Application to the local score |
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Approximation of the distribution of the supremum of a centered random walk. Application to the local score (English)
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10 August 2004
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Skorokhod's embedding
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random walk
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local score
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maximum
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