We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of the Wiener process.
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Updated
Feb 3, 2018
We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of the Wiener process.
MATH3022 Scientific and Industrial Modelling at UWA
We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of a Gaussian random walk.
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