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math.PR2022
A Geometric(1/2) Distribution Associated with Record Breaking
Daniel Q. Naiman, Fred Torcaso
Let be a sequence of iid random variables whose distribution is continuous. Associated with this sequence is the sequence . Let ${\cal R}_{…
math.PR2003
Asymptotic analysis via Mellin transforms for small deviations in -norm of integrated Brownian sheets
James Allen Fill, Fred Torcaso
We use Mellin transforms to compute a full asymptotic expansion for the tail of the Laplace transform of the squared -norm of any multiply-integrated Brownian sheet. Through r…