The Minimum of a Large Number of Bessel Processes

DOI10.1112/JLMS/S2-38.3.566MaRDI QIDQ3764956zbMATH OpenOpenAlexFDO

Authors Mathew D. Penrose

Publication date 1988

Published in Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/jlms/s2-38.3.566

zbMATH Keywords

Bessel processesmaximal processrenormalization

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

Recommendations

• Minima of Independent Bessel Processes and of Distances Between Brownian Particles
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Cited in

(4)

• Ergodic properties of max-infinitely divisible processes
• Minima of Independent Bessel Processes and of Distances Between Brownian Particles
• Stochastic integral representations and classification of sum- and max-infinitely divisible processes
• Extremes of independent Gaussian processes

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