AN EXPLICIT FORMULA FOR THE CDF OF THE L1 NORM OF THE BROWNIAN BRIDGE

被引:16
作者
JOHNSON, BM
KILLEEN, T
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D O I
10.1214/aop/1176993528
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:807 / 808
页数:2
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