BROWNIAN-MOTION WITH A PARABOLIC DRIFT AND AIRY FUNCTIONS

被引：171

作者：

GROENEBOOM, P

机构：

来源：

关键词：

D O I：

10.1007/BF00343738

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

页码：79 / 109

页数：31

共 28 条

[1]

Abramowitz M., 1964, HDB MATH FUNCTIONS N, V55

[2] BROWNIAN-MOTION AND A SHARPLY CURVED BOUNDARY [J].

BARBOUR, AD .

[3] WEAK-CONVERGENCE TO BROWNIAN EXCURSION [J].

BLUMENTHAL, RM .

[4] ESTIMATION OF THE MODE [J].

CHERNOFF, H .

[5]

Daniels H. E., 1945, P ROY SOC LOND A MAT, V183, P404

[6]

Daniels H.E., 1974, ADV APPL PROBAB, V6, P607, DOI DOI 10.2307/1426182

[7] THE MAXIMUM OF A RANDOM-WALK WHOSE MEAN PATH HAS A MAXIMUM [J].

DANIELS, HE ;

SKYRME, THR .

[8]

DIEUDONNE J, 1969, F MODERN ANAL

[9]

DOOB JL, 1984, CLASSICAL POTENTIAL

[10] WEAK CONVERGENCE TO BROWNIAN MEANDER AND BROWNIAN EXCURSION [J].

DURRETT, RT ;

IGLEHART, DL ;

MILLER, DR .