SOME LOWER BOUNDS FOR DISTRIBUTION OF SUPREMUM OF YEH-WIENER PROCESS OVER A RECTANGULAR REGION

被引:4
作者
CHAN, AHC [1 ]
机构
[1] CARLETON UNIV,OTTAWA,ONTARIO,CANADA
关键词
D O I
10.2307/3212734
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 ;
摘要
引用
收藏
页码:824 / 830
页数:7
相关论文
共 3 条
[1]   HEURISTIC APPROACH TO THE KOLMOGOROV-SMIRNOV THEOREMS [J].
DOOB, JL .
ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (03) :393-403
[2]   ON CERTAIN CONFIDENCE CONTOURS FOR DISTRIBUTION FUNCTIONS [J].
MALMQUIST, S .
ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (03) :523-533
[3]   DISTRIBUTION OF SUPREMUM OF 2-PARAMETER YEH-WIENER PROCESS ON BOUNDARY [J].
PARANJAPE, SR ;
PARK, C .
JOURNAL OF APPLIED PROBABILITY, 1973, 10 (04) :875-880