EXPONENTIAL RATE OF CONVERGENCE OF DISTRIBUTION OF MAXIMUM OF A RANDOM-WALK .2.

被引：13

|

作者：

VERAVERBEKE, N

TEUGELS, JL

机构：

[1] LIMBURGS UNIV CENTRUM,DIEPENBEEK,BELGIUM

[2] CATHOLIC UNIV LEUVEN,B-3000 LEUVEN,BELGIUM

来源：

JOURNAL OF APPLIED PROBABILITY | 1976年 / 13卷 / 04期

关键词：

D O I：

10.2307/3212528

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：733 / 740

页数：8

相关论文

共 50 条

[41] 2-STATE RANDOM-WALK
WEISS, GH
[J]. JOURNAL OF STATISTICAL PHYSICS, 1976, 15 (02) : 157 - 165
[42] MAXIMUM AND ABSORPTION TIME OF LEFT-CONTINUOUS RANDOM-WALK
PAKES, AG
[J]. JOURNAL OF APPLIED PROBABILITY, 1978, 15 (02) : 292 - 299
[43] RANDOM-WALK WITH 2 INTERACTING WALKERS
SCHWARZ, M
POLAND, D
[J]. JOURNAL OF CHEMICAL PHYSICS, 1975, 63 (01): : 557 - 568
[44] A 2ND RANDOM-WALK
WEBER, RL
[J]. SCIENCE, 1980, 208 (4441) : 242 - 242
[45] MAXIMUM AND TIME TO ABSORPTION OF A LEFT-CONTINUOUS RANDOM-WALK
GREEN, PJ
[J]. JOURNAL OF APPLIED PROBABILITY, 1976, 13 (03) : 444 - 454
[46] DOES THE EXCHANGE-RATE FOLLOW A RANDOM-WALK - A MONTE-CARLO STUDY OF 4 TESTS FOR A RANDOM-WALK
HAKKIO, CS
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1986, 5 (02) : 221 - 229
[47] The maximum of a branching random walk with stretched exponential tails
Dyszewski, Piotr
Gantert, Nina
Hoefelsauer, Thomas
[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2023, 59 (02): : 539 - 562
[48] On distribution tail of the maximum of a random walk
Korshunov, D
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1997, 72 (01) : 97 - 103
[49] 2-STATE RANDOM-WALK MODEL OF DIFFUSION .2. OSCILLATORY DIFFUSION
BALAKRISHNAN, V
VENKATARAMAN, G
[J]. PRAMANA, 1981, 16 (06) : 437 - 455
[50] ANALYTIC RESULTS FOR ASYMMETRIC RANDOM-WALK WITH EXPONENTIAL TRANSITION-PROBABILITIES
GUTKOWICZKRUSIN, D
PROCACCIA, I
ROSS, J
[J]. JOURNAL OF STATISTICAL PHYSICS, 1978, 19 (05) : 525 - 541

← 1 2 3 4 5 →