Pages that link to "Item:Q3850276"

The following pages link to First Passage Time for a Particular Gaussian Process (Q3850276):

Displaying 37 items.

• The Cameron-Martin theorem for (\(p\)-)Slepian processes (Q300300) (← links)
• Boundary crossing probabilities for \((q,d)\)-Slepian-processes (Q312111) (← links)
• Precise small deviations in \(L_2\) of some Gaussian processes appearing in the regression context (Q403189) (← links)
• Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
• Boundary non-crossing probabilities for Slepian process (Q504449) (← links)
• Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) (Q619518) (← links)
• Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square (Q797218) (← links)
• Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems (Q842397) (← links)
• Universality of the REM for dynamics of mean-field spin glasses (Q946518) (← links)
• The distribution of the maximum of particular random fields (Q1083119) (← links)
• The response of a spatially distributed neuron to white noise current injection (Q1258130) (← links)
• On the distribution of functionals of stationary Gaussian processes (Q1324577) (← links)
• Characterization of multivariate stationary Gaussian reciprocal diffusions (Q1365551) (← links)
• First passage time for some stationary processes (Q1593620) (← links)
• Gaussian process bandits with adaptive discretization (Q1711556) (← links)
• The joint distribution of running maximum of a Slepian process (Q1739330) (← links)
• Lower tail probabilities for Gaussian processes. (Q1879851) (← links)
• Some limit results for probabilities estimates of Brownian motion with polynomial drift (Q1959023) (← links)
• Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes (Q2087407) (← links)
• First passage times for Slepian process with linear and piecewise linear barriers (Q2231312) (← links)
• Approximations for the boundary crossing probabilities of moving sums of random variables (Q2241630) (← links)
• Approximating Shepp's constants for the Slepian process (Q2322664) (← links)
• Large deviations of Shepp statistics for fractional Brownian motion (Q2435744) (← links)
• Karhunen-Loève expansion for additive Slepian processes (Q2453929) (← links)
• Extremes of realizations of continuous time stationary stochastic processes on closed intervals (Q2522343) (← links)
• Reciprocal covariance solutions of some matrix differential equations (Q2640993) (← links)
• Patterns in Random Walks and Brownian Motion (Q2798575) (← links)
• Comparison theorems for the small ball probabilities of the Green Gaussian processes in weighted $L_2$-norms (Q2931119) (← links)
• Issues in the optimal design of computer simulation experiments (Q3077464) (← links)
• Universality and extremal aging for dynamics of spin glasses on subexponential time scales (Q3112438) (← links)
• Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order (Q3212075) (← links)
• Reciprocal diffusions and stochastic differential equations of second order^∗ (Q3799427) (← links)
• Reciprocal processes (Q4091169) (← links)
• Power of the MOSUM test for online detection of a transient change in mean (Q4964405) (← links)
• BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM (Q5367498) (← links)
• Maxima of stationary Gaussian processes (Q5540926) (← links)
• A class of limiting distributions of high level excursions of Gaussian processes (Q5615147) (← links)