THE MAXIMUM OF A RANDOM-WALK WHOSE MEAN PATH HAS A MAXIMUM

被引:30
作者
DANIELS, HE
SKYRME, THR
机构
[1] UNIV BIRMINGHAM,DEPT MATH,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND
[2] UNIV CAMBRIDGE,CAMBRIDGE,ENGLAND
关键词
D O I
10.2307/1427054
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 ;
摘要
引用
收藏
页码:85 / 99
页数:15
相关论文
共 9 条
  • [1] Abramowitz M., 1970, HDB MATH FNCTIONS
  • [2] BROWNIAN-MOTION AND A SHARPLY CURVED BOUNDARY
    BARBOUR, AD
    [J]. ADVANCES IN APPLIED PROBABILITY, 1981, 13 (04) : 736 - 750
  • [3] BARBOUR AD, 1975, J ROY STAT SOC B MET, V37, P459
  • [4] Daniels H. E., 1945, P ROY SOC LOND A MAT, V183, P404
  • [5] Daniels H.E., 1974, ADV APPL PROBAB, V6, P607, DOI DOI 10.2307/1426182
  • [6] 1ST EXIT DENSITIES OF BROWNIAN-MOTION THROUGH ONE-SIDED MOVING BOUNDARIES
    JENNEN, C
    LERCHE, HR
    [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 55 (02): : 133 - 148
  • [7] APPROXIMATION OF PARTIAL SUMS OF INDEPENDENT RV-S, AND SAMPLE DFI
    KOMLOS, J
    MAJOR, P
    TUSNADY, G
    [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1975, 32 (1-2): : 111 - 131
  • [8] Phoenix SL., 1973, ADV APPL PROBAB, V5, P200, DOI [10.2307/1426033, DOI 10.2307/1426033]
  • [9] SMITH RE, 1982, APPL MATH COMPUT, V10, P137, DOI 10.1214/aop/1176993919