搜索结果: 1-2 共查到“统计学 finite horizon”相关记录2条 . 查询时间(0.384 秒)
Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon
Gaussian random walk maximum Riemann zeta function Euler-Maclaurin summation equidistant sampling of Brownian motion finite horizon
2009/4/29
A Brownian motion observed at equidistant sampling points renders a random walk with normally distributed increments. For the difference between the expected maximum of the Brownian mo- tion and its s...
Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon
Brownian motion finite horizon
2009/4/22
A Brownian motion observed at equidistant sampling points renders a random walk with normally distributed increments. For the difference between the expected maximum of the Brownian mo- tion and its s...