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On functionals of the adjusted range process
Published online by Cambridge University Press: 14 July 2016
Abstract
Using a well-known transformation that preserves Wiener measure a theorem is proved that enables one to derive in a non-computational manner distributions of simple functionals of the so-called adjusted range process.
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- Copyright © Applied Probability Trust 1987
Footnotes
Part of the research was done while the author was visiting the University of British Columbia. This visit was financially supported by the Niels Stensen Stichting, Amsterdam, The Netherlands, and the Natural Science and Engineering Research Council of Canada.
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