TRANSIENT-BEHAVIOR OF REGULATED BROWNIAN-MOTION .1. STARTING AT THE ORIGIN

被引:70
作者
ABATE, J [1 ]
WHITT, W [1 ]
机构
[1] AT&T BELL LABS, MH2C-178, MURRAY HILL, NJ 07974 USA
关键词
D O I
10.2307/1427408
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 ;
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页码:560 / 598
页数:39
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