Moments of gamma type and the Brownian supremum process area.

Janson, Svante

Probability Surveys [electronic only] (2010)

  • Volume: 7, page 1-52
  • ISSN: 1549-5787

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Janson, Svante. "Moments of gamma type and the Brownian supremum process area.." Probability Surveys [electronic only] 7 (2010): 1-52. <http://eudml.org/doc/227681>.

@article{Janson2010,
author = {Janson, Svante},
journal = {Probability Surveys [electronic only]},
keywords = {moments; gamma function; Brownian motion; supremum process; generalized Pólya urns},
language = {eng},
pages = {1-52},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {Moments of gamma type and the Brownian supremum process area.},
url = {http://eudml.org/doc/227681},
volume = {7},
year = {2010},
}

TY - JOUR
AU - Janson, Svante
TI - Moments of gamma type and the Brownian supremum process area.
JO - Probability Surveys [electronic only]
PY - 2010
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 7
SP - 1
EP - 52
LA - eng
KW - moments; gamma function; Brownian motion; supremum process; generalized Pólya urns
UR - http://eudml.org/doc/227681
ER -

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