On the Distribution of the Maximum of a Process with Independent Increments

DOI10.1137/1110057MaRDI QIDQ5555336zbMATH OpenOpenAlexFDO

Authors Eh. S. Statland

Publication date 1965

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1110057

zbMATH Keywords

probability theory

Cited in

(4)

• The supremum of a process with stationary independent and symmetric increments
• The minimum of an additive process with applications to signal estimation and storage theory
• Ladder variables for a continuous time stochastic process
• Maxima of sums of random variables and suprema of stable processes

This page was built for publication: On the Distribution of the Maximum of a Process with Independent Increments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5555336)