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Extremes of reflecting Gaussian processes on discrete grid - MaRDI portal

Extremes of reflecting Gaussian processes on discrete grid (Q6140906)

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scientific article; zbMATH DE number 7782573
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English
Extremes of reflecting Gaussian processes on discrete grid
scientific article; zbMATH DE number 7782573

    Statements

    title
    Extremes of reflecting Gaussian processes on discrete grid (English)
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    author
    Krzysztof Dȩbicki
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    Grigori Jasnovidov
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    publication date
    2 January 2024
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    zbMATH Keywords
    Gaussian process
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    storage process
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    exact asymptotics
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    Piterbarg property
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    fractional Brownian motion
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    discrete grid
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    Identifiers

    arXiv ID
    2206.14712
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    Mathematics Subject Classification ID
    60Gxx
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    60Fxx
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    26Axx
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    zbMATH DE Number
    7782573
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    OpenAlex ID
    W4388767393
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