Existence of small oscillations at zeros of brownian motion
Frank B. Knight (1974)
Séminaire de probabilités de Strasbourg
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Frank B. Knight (1974)
Séminaire de probabilités de Strasbourg
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Zakhar Kabluchko, Axel Munk (2009)
ESAIM: Probability and Statistics
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We generalize a theorem of Shao [ (1995) 575–582] on the almost-sure limiting behavior of the maximum of standardized random walk increments to multidimensional arrays of i.i.d. random variables. The main difficulty is the absence of an appropriate strong approximation result in the multidimensional setting. The multiscale statistic under consideration was used recently for the selection of the regularization parameter in a number of statistical algorithms as well...
Dorothy Foster, David Williams (1978)
Compositio Mathematica
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Csáki, Endre, Hu, Yueyun (2004)
Electronic Communications in Probability [electronic only]
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Samuel James Taylor (1974)
Annales de l'institut Fourier
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On a standard Brownian motion path there are points where the local behaviour is different from the pattern which occurs at a fixed with probability 1. This paper is a survey of recent results which quantity the extent of the irregularities and show that the exceptional points themselves occur in an extremely regular manner.
Wendelin Werner (1994)
Séminaire de probabilités de Strasbourg
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Hermisson, Joachim, Pfaffelhuber, Peter (2008)
Electronic Journal of Probability [electronic only]
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Junglen, Stefan, Luschgy, Harald (2010)
Journal of Applied Mathematics
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Michna, Zbigniew (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Marchal, Philippe (2009)
Electronic Communications in Probability [electronic only]
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