Pages that link to "Item:Q1613640"
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The following pages link to Extremes of a certain class of Gaussian processes (Q1613640):
Displaying 50 items.
- Extrema of a Gaussian random field: Berman's sojourn time method (Q2161517) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- Extremes of spherical fractional Brownian motion (Q2322839) (← links)
- Distribution of maximum loss of fractional Brownian motion with drift (Q2439647) (← links)
- A heavy traffic approach to modeling large life insurance portfolios (Q2446005) (← links)
- On the ruin probability for physical fractional Brownian motion (Q2485794) (← links)
- Limit theorem for maximum of the storage process with fractional Brownian motion as input (Q2485806) (← links)
- Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
- Reduced-load equivalence for Gaussian processes (Q2488202) (← links)
- Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit (Q2513219) (← links)
- Cramér's estimate for stable processes with power drift (Q2631842) (← links)
- High excursions of Gaussian nonstationary processes in discrete time (Q2657166) (← links)
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
- On supremum of one-point conditioned fractional Brownian motion (Q2723986) (← links)
- Tail probabilities of local times of Gaussian processes and diffusions (Q2752177) (← links)
- Approximation of passage times of \(\gamma\)-reflected processes with FBM input (Q2923431) (← links)
- Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes (Q3014986) (← links)
- Probability distributions of extremes of self-similar Gaussian random fields (Q3120730) (← links)
- Fractional Brownian Motion with<i>H</i>< 1/2 as a Limit of Scheduled Traffic (Q3165489) (← links)
- Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (Q3440865) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- On the Reflected Fractional Brownian Motion Process on the Positive Orthant: Asymptotics for a Maximum with Application to Queueing Networks (Q3579003) (← links)
- On the supremum distribution of integrated stationary Gaussian processes with negative linear drift (Q4257254) (← links)
- Simulation of the Asymptotic Constant in Some Fluid Models (Q4414372) (← links)
- Exact overflow asymptotics for queues with many Gaussian inputs (Q4462698) (← links)
- Gaussian risk models with financial constraints (Q4576907) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- Remarks on Pickands theorem (Q4578303) (← links)
- (Q4581302) (← links)
- On extreme value theory for group stationary Gaussian processes (Q4615427) (← links)
- Sample path properties of reflected Gaussian processes (Q4638252) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Queueing performance estimation for general multifractal traffic (Q4799640) (← links)
- Bounds for expected supremum of fractional Brownian motion with drift (Q4997196) (← links)
- Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
- Extremes of Gaussian processes with a smooth random trend (Q5156288) (← links)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
- Extreme values of the cyclostationary Gaussian random process (Q5285998) (← links)
- Maximal Inequalities for Fractional Brownian Motion: An Overview (Q5420649) (← links)
- Ruin Probability for the Integrated Gaussian Process with Force of Interest (Q5440642) (← links)
- Sojourn times of Gaussian and related random fields (Q5881790) (← links)
- Excursion probability of certain non-centered smooth Gaussian random fields (Q5962611) (← links)
- Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259) (← links)
- On the maxima of suprema of dependent Gaussian models (Q6067388) (← links)
- Sojourns of fractional Brownian motion queues: transient asymptotics (Q6067390) (← links)
- Editorial introduction: special issue on Gaussian queues (Q6089002) (← links)
- Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input (Q6089005) (← links)
