VOOZH

URL: https://github.com/topics/shepp

⇱ shepp · GitHub Topics · GitHub

#

shepp

Here are 2 public repositories matching this topic...

OGCJN / Extremes-of-Shepp-statistics-for-the-Wiener-process

We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of the Wiener process.

statistics extreme extremes value process theory asymptotics large wiener large-deviations deviations shepp-statistics wiener-process increments high-level-excursions shepp

Updated

OGCJN / Extremes-of-Shepp-statistics-for-Gaussian-random-walk

We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of a Gaussian random walk.

statistics extreme random extremes value gaussian theory asymptotics walk large large-deviations deviations shepp-statistics increments high-level-excursions gaussian-random-walk shepp

Updated

Improve this page

Add a description, image, and links to the shepp topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the shepp topic, visit your repo's landing page and select "manage topics."

You can’t perform that action at this time.