Pages that link to "Item:Q2196388"
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The following pages link to Extremes of vector-valued Gaussian processes (Q2196388):
Displaying 15 items.
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes (Q791227) (← links)
- Extremes of independent Gaussian processes (Q906611) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Extremes of \(q\)-Ornstein-Uhlenbeck processes (Q1660308) (← links)
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (Q2027089) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
- Extreme values of the cyclostationary Gaussian random process (Q5285998) (← links)
- Sojourn times of Gaussian and related random fields (Q5881790) (← links)
- Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259) (← links)
- The harmonic mean formula for random processes (Q6046013) (← links)
- A matrix-valued Schoenberg's problem and its applications (Q6177616) (← links)
- Extremes of locally-homogenous vector-valued Gaussian processes (Q6536820) (← links)
- Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance (Q6596379) (← links)
- Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics (Q6635939) (← links)