Extrema of multi-dimensional Gaussian processes over random intervals
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Publication:5067212
DOI10.1017/jpr.2021.37zbMath1492.60088OpenAlexW3089064604MaRDI QIDQ5067212
Publication date: 1 April 2022
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/172988/1/Random_interval-Gaussian-LJI-XP.pdf
fractional Brownian motionGaussian processruin probabilityfluid modelperturbed random walkjoint tail asymptoticregenerative model
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