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Extremes of Gaussian processes over an infinite horizon - MaRDI portal

Extremes of Gaussian processes over an infinite horizon (Q2485824)

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Extremes of Gaussian processes over an infinite horizon
scientific article

    Statements

    title
    Extremes of Gaussian processes over an infinite horizon (English)
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    author
    A. B. Dieker
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    publication date
    5 August 2005
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    zbMATH Keywords
    Extreme values
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    Ruin probability
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    Regular variation
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    cites work
    Q4023200
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    Q3992980
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    Q2772075
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    Q2771982
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    A Gaussian fluid model
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    Q2778406
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    Q3995203
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    Q4864754
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    Q4194195
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    Q4869748
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    Identifiers

    zbMATH DE Number
    2192560
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    OpenAlex ID
    W2147353525
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