Boundary noncrossings of additive Wiener fields

DOI10.1007/s10986-014-9243-yzbMath1304.60059arXiv1402.2620OpenAlexW2963537632MaRDI QIDQ406615

Enkelejd Hashorva, Yuliya S. Mishura

Publication date: 8 September 2014

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.2620

zbMATH Keywords

Brownian sheetlogarithmic asymptoticsreproducing kernel Hilbert spaceadditive Wiener fieldboundary noncrossing probabilityBrownian pillowpolar cones

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (5)

How Superadditive Can a Risk Measure Be? ⋮ The joint distribution of running maximum of a Slepian process ⋮ Accessing the power of tests based on set-indexed partial sums of multivariate regression residuals ⋮ Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics ⋮ Boundary non-crossing probabilities for fractional Brownian motion with trend

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