Pages that link to "Item:Q1065456"
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The following pages link to The maximum of a Gaussian process with nonconstant variance (Q1065456):
Displaying 17 items.
- The maximum of a Gaussian process with nonconstant variance: A sharp bound for the distribution tail (Q751036) (← links)
- Extreme sojourns of a Gaussian process with a point of maximum variance (Q1071379) (← links)
- An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process (Q1083756) (← links)
- The supremum of a process with stationary independent and symmetric increments (Q1088300) (← links)
- Upper classes for the increments of fractional Wiener processes (Q1094749) (← links)
- A conditional limit law result on the location of the maximum of Brownian motion (Q1185545) (← links)
- On convergence of the uniform norms for Gaussian processes and linear approximation problems (Q1429122) (← links)
- On the uniqueness of maximizers of Markov-Gaussian processes (Q1805961) (← links)
- A note on extreme values of locally stationary Gaussian processes (Q1890878) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- On maximum of Gaussian random field having unique maximum point of its variance (Q2322838) (← links)
- On the maximum of a Gaussian process with unique maximum point of its variance (Q2671960) (← links)
- Sojourns above a high level for a gaussian process with a point of maximum variance (Q3700529) (← links)
- (Q3828818) (← links)
- (Q4866868) (← links)
- Sojourn times of Gaussian and related random fields (Q5881790) (← links)
- Large deviations for high minima of Gaussian processes with nonnegatively correlated increments (Q6152259) (← links)
