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.
- Extremes of stationary Gaussian storage models (Q291407) (← links)
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
- Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743) (← links)
- Open problems in Gaussian fluid queueing theory (Q383192) (← links)
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106) (← links)
- On the infimum attained by the reflected fractional Brownian motion (Q488107) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Extremes of the time-average of stationary Gaussian processes (Q554456) (← links)
- Sample-path large deviations for tandem and priority queues with Gaussian inputs (Q558670) (← links)
- Extremes of multidimensional Gaussian processes (Q608210) (← links)
- On average losses in the ruin problem with fractional Brownian motion as input (Q626279) (← links)
- Extremes of Gaussian processes with random variance (Q638436) (← links)
- Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution (Q692741) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes (Q791227) (← links)
- On convergence to stationarity of fractional Brownian storage (Q835064) (← links)
- Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion (Q850766) (← links)
- Extreme values of portfolio of Gaussian processes and a trend (Q881407) (← links)
- Extremes of independent Gaussian processes (Q906611) (← links)
- On first and last ruin times of Gaussian processes (Q935830) (← links)
- A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
- Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes (Q952738) (← links)
- Transient characteristics of Gaussian queues (Q1034822) (← links)
- Extremes of space-time Gaussian processes (Q1041058) (← links)
- Conditional limit theorems for regulated fractional Brownian motion (Q1049559) (← links)
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space (Q1193403) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) (← links)
- On generalised Piterbarg constants (Q1703023) (← links)
- On probability of high extremes of Gaussian fields with a smooth random trend (Q1726887) (← links)
- The joint distribution of running maximum of a Slepian process (Q1739330) (← links)
- Ruin probability for Gaussian integrated processes. (Q1766059) (← links)
- Subexponential asymptotics of hybrid fluid and ruin models (Q1774229) (← links)
- Tail probabilities of subadditive functionals of Lévy processes. (Q1872382) (← links)
- On the maximum workload of a queue fed by fractional Brownian motion. (Q1872490) (← links)
- Lower tail probabilities for Gaussian processes. (Q1879851) (← links)
- On overload in a storage model, with a self-similar and infinitely divisible input. (Q1879893) (← links)
- A note on extreme values of locally stationary Gaussian processes (Q1890878) (← links)
- Extremes of Gaussian processes, on results of Piterbarg and Seleznjev (Q1962202) (← links)
- Extremes of Gaussian process and the constant \(H_\alpha\) (Q1979091) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293) (← links)
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\) (Q2095027) (← links)
- Exact asymptotics of Gaussian-driven tandem queues (Q2146397) (← links)
