Limiting distribution for the maximal standardized increment of a random walk (Q740186)
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scientific article; zbMATH DE number 6338759
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Limiting distribution for the maximal standardized increment of a random walk |
scientific article; zbMATH DE number 6338759 |
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Limiting distribution for the maximal standardized increment of a random walk (English)
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2 September 2014
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extreme value theory
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random walks
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Erdős-Rényi law
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large deviations
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moderate deviations
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multiscale scan statistic
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Cramér series
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Gumbel distribution
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double sum method
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random field
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sub-Gaussian distributions
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change-point detection
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0.7652119994163513
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0.7650914192199707
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0.7634655237197876
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0.757693350315094
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0.756114661693573
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