Timeline for How far away is $\max_{x: x \in \{0, \ldots, N\}} |W(x/N)|$ from $\max_{0 \leq t \leq 1} |W(t)|$ ($W(t)$ a Wiener process)?
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 18, 2018 at 4:43 | vote | accept | cgmil | ||
| Dec 7, 2018 at 21:00 | comment | added | Nate Eldredge | Well, a cdf-based approach, like Iosif suggests, would tend to be harder in two or more dimensions. | |
| Dec 7, 2018 at 20:13 | comment | added | cgmil | @NateEldredge I was thinking single-dimensional, but a multidimensional answer would also be good. I was thinking that an answer in the univariate case would be basically just as informative. | |
| Dec 7, 2018 at 4:21 | comment | added | Nate Eldredge | In view of your previous question, is $W(t)$ one-dimensional or multidimensional? | |
| Dec 7, 2018 at 3:51 | answer | added | Iosif Pinelis | timeline score: 4 | |
| Dec 6, 2018 at 21:47 | history | asked | cgmil | CC BY-SA 4.0 |