On the maximum of the generalized Brownian bridge

DOI10.1007/BF02469280zbMath0954.60066MaRDI QIDQ1568064

Enzo Orsingher, Luisa Beghin

Publication date: 26 June 2000

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Brownian bridgeempirical processfirst-passage timeRayleigh distributionmaximal distributiontwo-sided maximal distribution

Mathematics Subject Classification ID

Brownian motion (60J65)

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• Limit distributions and comparative asymptotic efficiency of the Smirnov- Kolmogorov statistics with a random index
• Weak convergence and empirical processes. With applications to statistics
• On the maximum of gaussian fourier series emerging in the analysis of random vibrations

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