Limiting distribution for the maximal standardized increment of a random walk-Reference-Cited by-同舟云学术

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Limiting distribution for the maximal standardized increment of a random walk

Published:2014-09 Issue:9 Volume:124 Page:2824-2867
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Kabluchko Zakhar,Wang Yizao^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference43 articles.

1. Probability approximations via the Poisson clumping heuristic;Aldous,1989

2. Two moments suffice for Poisson approximations: the Chen–Stein method;Arratia;Ann. Probab.,1989

3. On deviations of the sample mean;Bahadur;Ann. Math. Statist.,1960

4. Sojourns and extremes of stochastic processes;Berman,1992

5. Regular variation;Bingham,1987

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