Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes (Q826700)
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scientific article; zbMATH DE number 7290504
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| English | Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7290504 |
Statements
Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes (English)
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6 January 2021
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cutoff phenomenon
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extreme value distributions
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stable distribution
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total variation distance
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0.865535318851471
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0.862097442150116
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0.8599780797958374
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0.8222702741622925
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