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We give an asymptotic expression for the tail of the maximum of Brownian motion minus a parabola. This confirms a conjecture about the exponential term in the tail behavior, due to Svante Janson.
We derive a simple integral representation for the distribution of the maximum of Brownian motion minus a parabola, which can be used for computing the density and moments of the distribution, both fo...
Gradient Wind Parabola
Gradient Wind Parabola meterology
2009/6/22
Gradient Wind Parabola.