Probability Estimates for Multiparameter Brownian Processes

• 1 January 1988
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 16  (1) , 251-264
• https://doi.org/10.1214/aop/1176991899

Abstract

Keywords

• LARGE DEVIATIONS
• DISTRIBUTION FUNCTION
• KOLMOGOROV SMIRNOV
• UPPER AND LOWER BOUNDS
• GAUSSIAN PROCESS
• EMPIRICAL PROCESS