Large deviation estimates of the crossing probability for pinned Gaussian processes (Q3516397)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation estimates of the crossing probability for pinned Gaussian processes |
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Large deviation estimates of the crossing probability for pinned Gaussian processes (English)
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5 August 2008
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conditioned Gaussian process
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reproducing kernel Hilbert spaces
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large deviations
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exit time probability
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Monte Carlo method
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