Exact convergence rate for the maximum of standardized Gaussian increments.

Kabluchko, Zakhar, and Munk, Axel. "Exact convergence rate for the maximum of standardized Gaussian increments.." Electronic Communications in Probability [electronic only] 13 (2008): 302-310. <http://eudml.org/doc/229003>.

@article{Kabluchko2008,
author = {Kabluchko, Zakhar, Munk, Axel},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {standardized increments; Gaussian random walk; multiscale statistic; Lévy's continuity modulus; integral test; almost sure limit theorem; Lévy’s continuity modulus},
language = {eng},
pages = {302-310},
publisher = {University of Washington},
title = {Exact convergence rate for the maximum of standardized Gaussian increments.},
url = {http://eudml.org/doc/229003},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Kabluchko, Zakhar
AU - Munk, Axel
TI - Exact convergence rate for the maximum of standardized Gaussian increments.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 302
EP - 310
LA - eng
KW - standardized increments; Gaussian random walk; multiscale statistic; Lévy's continuity modulus; integral test; almost sure limit theorem; Lévy’s continuity modulus
UR - http://eudml.org/doc/229003
ER -