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Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments - MaRDI portal

Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments (Q4891049)

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scientific article; zbMATH DE number 920888
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Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments
scientific article; zbMATH DE number 920888

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    Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments (English)
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    22 April 1997
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    maximum of non-stationary Gaussian processes
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    point process
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    interpolation of realization
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