Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063)
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scientific article; zbMATH DE number 6914415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments |
scientific article; zbMATH DE number 6914415 |
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Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (English)
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7 August 2018
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\(\gamma\)-reflected Gaussian process
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uniform double-sum method
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first-passage time
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last-passage time
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fractional Brownian motion
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Gaussian integrated process
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Pickands constant
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Piterbarg constant
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Piterbarg inequality
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