The maximum of Brownian motion minus a parabola
From MaRDI portal
Publication:638355
DOI10.1214/EJP.v15-826zbMath1226.60110arXiv1011.0022OpenAlexW2031607490MaRDI QIDQ638355
Publication date: 9 September 2011
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.0022
Related Items (7)
Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression ⋮ Limit distributions for KPZ growth models with spatially homogeneous random initial conditions ⋮ Chernoff's density is log-concave ⋮ Chernoff's distribution and differential equations of parabolic and Airy type ⋮ Some developments in the theory of shape constrained inference ⋮ Finite-pool queueing with heavy-tailed services ⋮ Upper tail decay of KPZ models with Brownian initial conditions
This page was built for publication: The maximum of Brownian motion minus a parabola
