A Coupling, and the Darling-Erdos Conjectures
Probability
2007-05-23 v1
Abstract
We derive a new coupling of the running maximum of an Ornstein-Uhlenbeck process and the running maximum of an explicit i.i.d. sequence. We use this coupling to verify a conjecture of Darling and Erdos (1956).
Cite
@article{arxiv.math/0511429,
title = {A Coupling, and the Darling-Erdos Conjectures},
author = {Davar Khoshnevisan and David A. Levin},
journal= {arXiv preprint arXiv:math/0511429},
year = {2007}
}
Comments
13 pages