Asymptotics of the maximum of Brownian motion under Erlangian sampling (Q740461)
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English | Asymptotics of the maximum of Brownian motion under Erlangian sampling |
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Asymptotics of the maximum of Brownian motion under Erlangian sampling (English)
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3 September 2014
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Brownian motion
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random walk
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all-time maximum
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sampling
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Euler-MacLaurin summation
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Fourier sampling
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Riemann zeta function
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