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Distribution of the supremum of the two-parameter slepian process on the boundary of the unit square

✍ Scribed by Julia Abrahams

Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
376 KB
Volume
18
Category
Article
ISSN
0304-4149

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πŸ“œ SIMILAR VOLUMES

On an explicit formula for the distribut
On an explicit formula for the distribution of the supremum
✍ M.S. Sgibnev πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 151 KB

Let M~ be the supremum of a random walk drifting to -oo which is generated by the partial sums of a sequence of independent identically distributed random variables with a common distribution F. We prove that the moment generating function Eexp(sM~) is a rational function if and only if the function

On the exact asymptotic behaviour of the
On the exact asymptotic behaviour of the distribution of the supremum in the β€œcritical” case
✍ M.S. Sgibnev πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 100 KB

We consider a random walk drifting to -∞ with distribution F of the steps. The paper considers the exact asymptotic behaviour of the distribution D of the supremum when there exists ¿ 0 such that R e x F(d x) = 1; R |x|e x F(d x) ‘ ∞ and R x 2 e x F(d x) = ∞, thus ÿlling the remaining gap in describ