Comparing the distribution of various suprema on two-parameter Wiener space
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- by Ian Pierce and David Skoug PDF
- Proc. Amer. Math. Soc. 141 (2013), 2149-2152 Request permission
Abstract:
Let $Q=[0,S]\times [0,T]$ and let $C_2(Q)$ be two-parameter Wiener space. In this note we consider the ratios of the probabilities $\mathbb {P}[x(S,T)\geq c]$, $\mathbb {P}[\sup _{Q} x(s,t)\geq c]$ and $\mathbb {P}[\sup _{\partial Q} x(s,t)\geq c]$.References
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Additional Information
- Ian Pierce
- Affiliation: Department of Mathematics, University of Nebraska, Lincoln, Nebraska 68588
- Address at time of publication: Department of Mathematics, Statistics & Computer Science, St. Olaf College, Northfield, Minnesota 55057
- Email: s-ipierce1@math.unl.edu, pierce@stolaf.edu
- David Skoug
- Affiliation: Department of Mathematics, University of Nebraska, Lincoln, Nebraska 68588
- Email: dskoug1@math.unl.edu
- Received by editor(s): January 13, 2011
- Received by editor(s) in revised form: October 7, 2011
- Published electronically: February 12, 2013
- Additional Notes: The authors wish to acknowledge the recommendations of an anonymous referee, whose advice helped to significantly shorten and clarify the arguments presented here.
- Communicated by: Richard C. Bradley
- © Copyright 2013
American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication. - Journal: Proc. Amer. Math. Soc. 141 (2013), 2149-2152
- MSC (2010): Primary 60G15, 60G17, 60G40
- DOI: https://doi.org/10.1090/S0002-9939-2013-11497-8
- MathSciNet review: 3034441