Approximation of the distribution of the supremum of a centered random walk. Application to the local score (Q596509)
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scientific article; zbMATH DE number 2085810
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| English | Approximation of the distribution of the supremum of a centered random walk. Application to the local score |
scientific article; zbMATH DE number 2085810 |
Statements
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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0.8882968
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0.88815725
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0.88273585
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0.8776446
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0.8770915
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