#
Extremes of Shepp statistics for Gaussian random walk
Journal article, 2009

Gumbel law

High excursions

large jumps

Gaussian random walk increments

Distribution tail

Extreme values

Shepp statistics

behavior

law

Limit theorems

Asymptotic

Weak theorems

Moderate deviations

Large deviations

## Author

### Dmitrii Zholud

Chalmers, Mathematical Sciences, Mathematical Statistics

University of Gothenburg

#### Extremes

1386-1999 (ISSN)

Vol. 12 1 1-17### Subject Categories

Probability Theory and Statistics

### DOI

10.1007/s10687-008-0065-3