Extremes of vector-valued Gaussian processes with trend
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Publication:1635571
DOI10.1016/j.jmaa.2018.04.069zbMath1396.60055arXiv1801.02465OpenAlexW2964162607WikidataQ129906797 ScholiaQ129906797MaRDI QIDQ1635571
Long Bai, Krzysztof Dȩbicki, Peng Liu
Publication date: 31 May 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.02465
Related Items (4)
Pandemic-type failures in multivariate Brownian risk models ⋮ Extremes of Gaussian chaos processes with trend ⋮ Simultaneous ruin probability for two-dimensional brownian risk model ⋮ Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \)
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