Timeline for More precise formula for small deviations of the Wiener process
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 31, 2016 at 11:20 | comment | added | Serguei Popov | Не за что! For the centered Poisson process, I don't know... maybe, use the KMT strong approximation to be able to use the same formula?.. | |
| Aug 31, 2016 at 10:27 | comment | added | Elena Shmileva | Thank you, that's what was needed! It seems that the next order after $r^{−2}$ is a constant. | |
| Aug 30, 2016 at 17:15 | comment | added | Elena Shmileva | Is there similar exact formula for the centered Poisson process to stay within an interval? | |
| Aug 27, 2016 at 13:54 | history | answered | Serguei Popov | CC BY-SA 3.0 |