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Results for High level excursion probability

Publications & Outputs

  1. Tail asymptotics for Shepp-statistics of Brownian motion in ℝ d

    Korshunov, D. & Wang, L., 31/03/2020, In: Extremes. 23, 1, p. 35-54 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review