The Joint Distribution of Running Maximum of a Slepian Process-Reference-Cited by-同舟云学术

The Joint Distribution of Running Maximum of a Slepian Process

Published:2017-10-24 Issue:4 Volume:20 Page:1123-1135
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Deng Pingjin^ORCID

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s11009-017-9594-z/fulltext.html

Reference34 articles.

1. Abrahams J (1984) Ramp crossings for slepian’s process. IEEE Trans Inf Theory 30(3):574–575

2. Abundo M (2016) On the excursions of drifted brownian motion and the successive passage times of brownian motion. Physica A: Stat Mech Appl 457(1):176–182

3. Benichou O, Krapivsky P, Mejia-Monasterio C, Oshanin G (2016) Temporal correlations of the running maximum of a brownian trajectory, arXiv: 1602.06770

4. Bénichou O, Krapivsky P, Mejía-Monasterio C, Oshanin G (2016) Joint distributions of partial and global maxima of a brownian bridge. J Phys A Math Theor 49(33):335002

5. Berman S (1992) Sojourns and extremes of stochastic processes. The Wadsworth & Brooks/Cole Statistics/Probability Series, Pacific Grove, CA: Wadsworth & Brooks/Cole Advanced Books & Software

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exact distributions of the maximum and range of random diffusivity processes;New Journal of Physics;2021-02-01

2. Covariance of the running range of a Brownian trajectory;Journal of Physics A: Mathematical and Theoretical;2019-08-01