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• W1983256714 abstract "Let $M_d$ be the maximum of a standard Bessel bridge of dimension $d$. A series formula for $P(M_d le a)$ due to Gikhman and Kiefer for $d = 1,2, ldots$ is shown to be valid for all real $d gt 0$. Various other characterizations of the distribution of $M_d$ are given, including formulae for its Mellin transform, which is an entire function. The asymptotic distribution of $M_d$ is described both as $d$ tends to infinity and as $d$ tends to zero." @default.
• W1983256714 created "2016-06-24" @default.
• W1983256714 creator A5013085647 @default.
• W1983256714 creator A5084940747 @default.
• W1983256714 date "1999-01-01" @default.
• W1983256714 modified "2023-10-18" @default.
• W1983256714 title "The Law of the Maximum of a Bessel Bridge" @default.
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• W1983256714 doi "https://doi.org/10.1214/ejp.v4-52" @default.
• W1983256714 hasPublicationYear "1999" @default.
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