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Publication:2772075
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zbMath0993.60086MaRDI QIDQ2772075

Krzysztof Dȩbicki

Publication date: 18 February 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motionGaussian processlocal timeexponential boundscaled Brownian motion


Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)


Related Items

On generalised Piterbarg constants ⋮ Extremes of Gaussian processes over an infinite horizon ⋮ Bounds for expected supremum of fractional Brownian motion with drift



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