Pages that link to "Item:Q4414372"
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The following pages link to Simulation of the Asymptotic Constant in Some Fluid Models (Q4414372):
Displaying 28 items.
- Open problems in Gaussian fluid queueing theory (Q383192) (← links)
- On asymptotic constants in the theory of extremes for Gaussian processes (Q396021) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- A note on upper estimates for Pickands constants (Q730709) (← links)
- Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- On generalised Piterbarg constants (Q1703023) (← links)
- Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function (Q1948697) (← links)
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes (Q2258969) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← links)
- Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
- Discrete and continuous time extremes of Gaussian processes (Q2488450) (← links)
- Extremes of homogeneous two-parametric Gaussian fields at discretization of parameters (Q2688112) (← links)
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
- Approximation of passage times of \(\gamma\)-reflected processes with FBM input (Q2923431) (← links)
- Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- On Extremal Index of max-stable stationary processes (Q4578299) (← links)
- Remarks on Pickands theorem (Q4578303) (← links)
- Pickands-Piterbarg constants for self-similar Gaussian processes (Q4999838) (← links)
- Over-Approximation of Fluid Models (Q5125514) (← links)
- On the maxima of suprema of dependent Gaussian models (Q6067388) (← links)
- Extremes of reflecting Gaussian processes on discrete grid (Q6140906) (← links)
- On Berman functions (Q6204675) (← links)
