The distribution and quantiles of the range of a Wiener process
- 16 February 2014
- journal article
- research article
- Published by Elsevier BV in Applied Mathematics and Computation
- Vol. 232, 766-770
- https://doi.org/10.1016/j.amc.2014.01.147
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Extreme values, range and weak convergence of integrals of Markov chainsJournal of Applied Probability, 1982
- Reservoir storage with dependent, periodic net inputsWater Resources Research, 1978
- The Asymptotic Distribution of the Range of Sums of Independent Random VariablesThe Annals of Mathematical Statistics, 1951