Extremes ofγ-reflected Gaussian processes with stationary increments
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Publication:4578063
DOI10.1051/ps/2017019zbMath1393.60034arXiv1511.09234OpenAlexW2964126212MaRDI QIDQ4578063
Peng Liu, Krzysztof Dȩbicki, Enkelejd Hashorva
Publication date: 7 August 2018
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.09234
fractional Brownian motionPickands constantPiterbarg constantfirst-passage timelast-passage timePiterbarg inequalityuniform double-sum method\(\gamma\)-reflected Gaussian processGaussian integrated process
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