Marginal Densities of the Least Concave Majorant of Brownian Motion

The Concave Majorant of Brownian Motion

The distribution of the maximal difference between Brownian bridge and its concave majorant

We provide a representation of the maximal difference between a standard Brownian bridge and its concave majorant on the unit interval, from which we deduce expressions for the distribution and density functions and moments of this difference. This maximal difference has an application in nonparametric statistics where it arises in testing monotonicity of a density or regression curve.

a comparative analysis of the marginal microleakages of two pit and fissure sealans, conseal-f and conseal clear

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Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

analysis of reading comprehension needs of the students of paramedical studies: the case of the students of health information management (him)

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