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A Limit Law for the Root Value of Minimax Trees
Minimax Tree Limit Law Weak Convergence Analysis of Algorithms Gametree
2009/4/27
We consider minimax trees with independent, identically distributed leaf values that have a continuous distribution function FV being strictly increasing on the range where 0< FV <1. It was shown by P...
An Extreme-Value Analysis of the LIL for Brownian Motion
The law of the iterated logarithm Brownian motion extreme values
2009/4/27
We use excursion theory and the ergodic theorem to present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. A simplified version of our method also p...