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The Law of the Maximum of a Bessel Bridge
Pitman, Jim; University of California, Berkeley - Yor, Marc; Université Pierre et Marie Curie
Formato: |
Peer-reviewed Article, |
Enlaces: |
Let $M_d$ be the maximum of a standard Bessel bridge of dimension $d$. A series formula for $P(M_d \le a)$ due to Gikhman and Kiefer for $d = 1,2, \ldots$ is shown to be valid for all real $d >0$.…
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Fecha: |
1999-01-01 |
Recurso: |
Electronic journal of probability |
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