scientific article; zbMATH DE number 6444598
From MaRDI portal
Publication:5254866
zbMath1359.60005MaRDI QIDQ5254866
Publication date: 10 June 2015
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gaussian processes (60G15) Probability distributions: general theory (60E05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
Related Items (51)
Extremes of Gaussian fields with a smooth random variance ⋮ Extremes of threshold-dependent Gaussian processes ⋮ High extrema of Gaussian chaos processes ⋮ Parisian ruin over a finite-time horizon ⋮ Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields ⋮ Extremes of Gaussian processes with smooth random expectation and smooth random variance ⋮ Large extremes of Gaussian chaos processes ⋮ Extremes of vector-valued Gaussian processes with trend ⋮ Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances ⋮ On the continuity of Pickands constants ⋮ On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem ⋮ High excursions of Gaussian nonstationary processes in discrete time ⋮ Extremes of Lp-norm of vector-valued Gaussian processes with trend ⋮ Fitting time series with heavy tails and strong time dependence ⋮ Approximation of sojourn times of Gaussian processes ⋮ Extremes ofγ-reflected Gaussian processes with stationary increments ⋮ Extremes of Gaussian random fields with regularly varying dependence structure ⋮ Estimation of change-point models ⋮ On the maximum of a Gaussian process with unique maximum point of its variance ⋮ High excursions of Bessel and related random processes ⋮ On the speed of convergence of Piterbarg constants ⋮ Generalized Pickands constants and stationary max-stable processes ⋮ A bound on the probability of ruin in Merton's model ⋮ Extremes of vector-valued Gaussian processes ⋮ Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes ⋮ Extremes of homogeneous two-parametric Gaussian fields at discretization of parameters ⋮ On generalised Piterbarg constants ⋮ Unnamed Item ⋮ Extremes on different grids and continuous time of stationary processes ⋮ Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region ⋮ Approximation of ruin probability and ruin time in discrete Brownian risk models ⋮ Simultaneous ruin probability for two-dimensional brownian risk model ⋮ Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates ⋮ Extremes of vector-valued Gaussian processes: exact asymptotics ⋮ The joint distribution of running maximum of a Slepian process ⋮ Extremes of Gaussian processes with a smooth random trend ⋮ Sup-norm convergence rates for Lévy density estimation ⋮ Extremes of standard multifractional Brownian motion ⋮ On the Distribution of the Last Exit Time over a Slowly Growing Linear Boundary for a Gaussian Process ⋮ On Extremal Index of max-stable stationary processes ⋮ Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time Series ⋮ Massive Excursions of Gaussian Isotropic Fields. Method of Moments ⋮ Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid ⋮ Extremes of nonstationary Gaussian fluid queues ⋮ Uniform tail approximation of homogenous functionals of Gaussian fields ⋮ Breaking a chain of interacting Brownian particles ⋮ On maximum of Gaussian random field having unique maximum point of its variance ⋮ Comparison Inequalities for Order Statistics of Gaussian Arrays ⋮ Breaking a Chain of Interacting Brownian Particles: A Gumbel Limit Theorem ⋮ Pickands’ constant at first order in an expansion around Brownian motion ⋮ A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process
This page was built for publication: