منابع مشابه
Extreme value theory for stochastic integrals of Legendre polynomials
For t ≥ 0, let X(t) = (X0(t), . . . , Xp(t)) , where Xi(t) denotes the integral of the ith order Legendre polyonimal with respect to the same Brownian motion described by the corresponding standard deviation (0 ≤ i ≤ p). We obtain the exact tail behavior of P ( sup0≤t≤h |X(t)| > u ) as u → ∞, and the limit distribution of sup0≤t≤T |X(t)| as T → ∞. These processes naturally arise in the context ...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 2011
ISSN: 0895-7177
DOI: 10.1016/j.mcm.2011.01.037