The distribution of the maximal difference between a Brownian bridge and its concave majorant
Work
Year: 2011
Type: article
Abstract: We provide a representation of the maximal difference between a standard Brownian bridge and its concave majorant on the unit interval, from which we deduce expressions for the distribution and densit... more
Source: Bernoulli
Authors Fadoua Balabdaoui, Jim Pitman
Cites: 29
Cited by: 7
Related to: 10
FWCI: 1.897
Citation percentile (by year/subfield): 83.59
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: bronze