LIMITING DISTRIBUTION OF MAXIMUM OF DIFFUSION PROCESS

被引：21

作者：

BERMAN, SM

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1964年 / 35卷 / 01期

关键词：

D O I：

10.1214/aoms/1177703754

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：319 / &

共 18 条

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[5] MAXIMUM OF A NORMAL STATIONARY STOCHASTIC PROCESS [J].

CRAMER, H .

[6]

Darling D.A., 1957, TRANSACTIONSOF AM MA, V84, P444

[7]

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[8] FLUCTUATION THEORY OF RECURRENT EVENTS [J].

FELLER, W .

[9]

GEFFROY J, 1958, PUBL I STAT U PARIS, V7, P37

[10] The limited distribution of the maximum term of a random series [J].

Gnedenko, B .