Asymptotics of the maximum of Brownian motion under Erlangian sampling (Q740461)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotics of the maximum of Brownian motion under Erlangian sampling
scientific article

    Statements

    Asymptotics of the maximum of Brownian motion under Erlangian sampling (English)
    0 references
    3 September 2014
    0 references
    Brownian motion
    0 references
    random walk
    0 references
    all-time maximum
    0 references
    sampling
    0 references
    Euler-MacLaurin summation
    0 references
    Fourier sampling
    0 references
    Riemann zeta function
    0 references

    Identifiers