Some lower bounds for the distribution of the supremum of the Yeh-Wiener process over a rectangular region
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Let W (s, t), s, t ≧ 0, be the two-parameter Yeh–Wiener process defined on the first quadrant of the plane, that is, a Gaussian process with independent increments in both directions. In this paper, a lower bound for the distribution of the supremum of W (s, t) over a rectangular region [0, S]×[0, T], for S, T > 0, is given. An upper bound for the same was known earlier, while its exact distribution is still unknown.
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2017 ◽
Vol 7
(2)
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pp. 169-181
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2020 ◽
Vol 117
(28)
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pp. 16181-16186
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2010 ◽
Vol 02
(03)
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pp. 363-377
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2011 ◽
Vol 12
(01n02)
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pp. 1-17
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1973 ◽
Vol 10
(04)
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pp. 875-880
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