Geodesic
Distribution of the maximum
Teoriâ slučajnyh processov, Tome 14 (2008) no. 1, pp. 76-81.

Voir la notice de l'article provenant de la source Math-Net.Ru

@article{THSP_2008_14_1_a8,
     author = {Natalia Kruglova},
     title = {Distribution of the maximum},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {76--81},
     publisher = {mathdoc},
     volume = {14},
     number = {1},
     year = {2008},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2008_14_1_a8/}
}
TY  - JOUR
AU  - Natalia Kruglova
TI  - Distribution of the maximum
JO  - Teoriâ slučajnyh processov
PY  - 2008
SP  - 76
EP  - 81
VL  - 14
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/THSP_2008_14_1_a8/
LA  - en
ID  - THSP_2008_14_1_a8
ER  - 
%0 Journal Article
%A Natalia Kruglova
%T Distribution of the maximum
%J Teoriâ slučajnyh processov
%D 2008
%P 76-81
%V 14
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/THSP_2008_14_1_a8/
%G en
%F THSP_2008_14_1_a8
Natalia Kruglova. Distribution of the maximum. Teoriâ slučajnyh processov, Tome 14 (2008) no. 1, pp. 76-81. http://geodesic.mathdoc.fr/item/THSP_2008_14_1_a8/

[1] S. R. Paranjape, C. Park, “Distribution of the supremum of the two-parameter Yeh-Wiener process on the boundary”, Appl. Probab., 10:4 (1973), 875-–880 | DOI | MR | Zbl

[2] J. L. Doob, “Heuristic approach to Kolmogorov–Smirnov theorems”, Ann. Math. Statist., 20 (1949), 393-–403 | DOI | MR | Zbl

[3] I. I. Klesov, “On the probability of attainment of a curvilinear level by a Wiener field”, Probab. and Math. Statist., 51 (1995), 63-–67 | MR

[4] S. Malmquist, “On certain confidence contours for distribution functions”, Ann. Math. Statist., 25 (1954), 523-–533 | DOI | MR | Zbl

[5] C. Park, D. L. Skoug, “Distribution estimates of barrier-crossing probabilities of the Yeh-Wiener process”, Pacific Journal of Mathematics, 78 (1978), 455-–466 | DOI | MR | Zbl

[6] J. Yeh, “Wiener Measure in a Space of Functions of Two Variables”, Transactions of the American Mathematical Society, 95, 1960, 433-–450 | DOI | MR | Zbl

[7] N. N. Chentsov, “Wiener random fields depending on several parameters”, Doklady AN SSSR, 46:4 (1956), 607-–609 (in Russian)

[8] O. I. Klesov, N. V. Kruglova, “Distribution of the maximum of the two-parameter Chentsov random field”, Naukovi visti NTUU “KPI”, 2007, no. 4, 136-–141 (in Ukrainian)